Optimization and Control for Systems in the Big-Data Era: Theory and Applications - Couverture souple

Couverture souple

ISBN 10 : 331953517X ISBN 13 : 9783319535173

Editeur : Springer, 2017

Synopsis

Preface.- 1.        Optimization and Control for Systems in the Big-Data Era: An Introduction.- -          Tsan-Ming Choi, Jianjun Gao, James H. Lambert, Chi-Kong Ng, Jun Wang.- Part I: Reviews on Optimization and Control Theories.- 2.        Dual Control in Big Data Era: An Overview.- -          Peilin Fu.- 3.        Time Inconsistency and Self Control Optimization Problems: Progress and Challenges.- -          Yun Shi, Xiangyu Cui.- 4.        Quadratic Convex Reformulations for Integer and Mixed-Integer Quadratic Programs.- -          Baiyi Wu, Rujun Jiang

 .- Part II: Reviews on Optimization and Control Applications.- 5.        Measurements of Financial Contagion: A Primary Review from the Perspective of Structural Break.- -          Xi Pei, Shushang Zhu

 .- 6.        Asset-Liability Management in Continuous-Time: Cointegration and Exponential Utility.- -          Mei-Choi Chiu.- 7.        A Review of Modern Cryptography: From the World War II Era to the Big-Data Era.- -          Bojun Lu.- 8.        Supply Risk in the New Business Era: Supply Chain Competition and Cooperation.- -          Xiang Li, Yongjian Li, Linghua Zhao

 .- Part III: Financial Optimization Analysis.- 9.        A Parameterized Method for Optimal Multi-period Mean-Variance Portfolio Selection with Liability.- -          Xun Li, Zhongfei Li, Xianping Wu, Haixiang Yao

 .- 10.    Sparse and Multiple Risk Measures Approach for Data Driven Mean-CVaR Portfolio Optimization Model.- -          Jianjun Gao, Weiping Wu

 .- 11.    Multistage Optioned Portfolio Selection: Mean-Variance Model and Target Tracking Model.- -          Jianfeng Liang

 .- 12.    Multi-period portfolio selection with stochastic investment horizon.- -          Lan Yi<

 .- Part IV: Operations Analysis.- 13.     A New Model and Method for Order Selection Problems in Flow-shop Production.- -          Jun Wang, Xiaoxiao Zhuang, Baiyi Wu

 .- 14.    Quick Response Fashion Supply Chains in the Big Data Era .- -    Tsan-Ming Choi

 .- Part V: Concluding Remarks.- 15.    Optimization and Control for Systems in the Big-Data Era: Concluding Remarks.- -          Tsan-Ming Choi, Jianjun Gao, James H. Lambert, Chi-Kong Ng, Jun Wang

 

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2017
• ISBN 10: 331953517X
• ISBN 13: 9783319535173
• Reliure: Paperback
• Langue: anglais
• Coordonnées du fabricant: non disponible