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[code]Stochastic Simulation and Applications in Finance with MATLAB Programs
6 个回复 - 2252 次查看 2015-2-9 17:55 - niuniuyiwan - MATLAB等数学软件专版

Markov Decision Processes: Discrete Stochastic Dynamic Programming （PDF）下载
10 个回复 - 6060 次查看 DescriptionThe Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With thes ...2018-5-16 17:20 - zhibubba - 博弈论

Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equ
1 个回复 - 1305 次查看 Stochastic Optimal Control in Infinite Dimension Dynamic Programming and HJB Equations [*]Authors Giorgio Fabbri, Aix-Marseille School of EconomicsCNRS, Aix-Marseille University, EHESS, ...2019-2-16 02:24 - SleepyTom - 金融工程（数量金融）与金融衍生品

Stochastic Optimization in Insurance A Dynamic Programming Approach
4 个回复 - 1798 次查看 Stochastic Optimization in Insurance A Dynamic Programming Approach by Pablo Azcue, Nora Muler [*]A concise viscosity solution approach in insurance control problems [*]Provides existence and ...2015-2-28 02:37 - SleepyTom - 金融工程（数量金融）与金融衍生品

【免费下载】Shapiro的Lectures on Stochastic Programming: Modeling and Theory
35 个回复 - 10125 次查看暑期学校老师推荐的书，PDF格式，非常清晰，纸质的应该还没有出版。因为在论坛上下载了很多其他同学共享的资料，得到了极大的帮助，所以也希望对大家有所贡献。第一次发帖，如果下载有问题的同学可站内联系。2009-10-29 10:50 - bbird - 经济金融数学专区

图书《Introduction to stochastic programming》
9 个回复 - 2198 次查看【作者(必填)】JR Birge, F Louveaux 【文题(必填)】 Introduction to stochastic programming 【年份(必填)】不限，当然越新越好【全文链接或数据库名称(选填)】2015-3-17 16:38 - sailing3200 - 求助成功区

Multiperiod stochastic programming portfolio optimizationfor diversified funds
0 个回复 - 456 次查看 Excellent paper for anyone who is interested in portfolio management.2018-10-14 00:40 - Fill.The.Gap - 灌水吧

The integer L-shaped method for stochastic integer programs with complete recour
1 个回复 - 557 次查看【作者(必填)】GilbertLaporteFrançois V.Louveaux 【文题(必填)】The integer L-shaped method for stochastic integer programs with complete recourse 【年份(必填)】Operations Research Letters， ...2021-9-12 16:52 - ljzx - 求助成功区

Sheldon Ross Introduction to Stochastic Dynamic Programming
33 个回复 - 13843 次查看 Sheldon Ross Introduction to Stochastic Dynamic Programming2011-7-14 16:34 - yyc0714 - 经济金融数学专区

【下载】MIT大牛Bertsekas的DynamicProgramming and Stochastic Control高清PDF15.3M
77 个回复 - 20363 次查看随机控制论的经典传世佳作，中文书名是《动态规划和随机控制》。这是MIT的Bertsekas教授一系列著作中的第一本，其它著作在坛子上有广泛下载，可这本搜遍了也找不到，索性扫了一遍英文原版与大家共享。 Title: Dyn ...2013-5-18 04:16 - Shaolin1 - 经济金融数学专区

Lectures on Stochastic Programming: Modeling and Theory, Third Edition
11 个回复 - 1920 次查看【作者(必填)】 Alexander Shapiro , Darinka Dentcheva and Andrzej Ruszczynski 【文题(必填)】Lectures on Stochastic Programming: Modeling and Theory, Third Edition 【年份(必填)】2021 【全文链接 ...2021-10-6 10:35 - ljzx - 文献求助专区

Markov Decision Processes: Discrete Stochastic Dynamic Programming pdf下载
43 个回复 - 6544 次查看 Markov Decision Processes: Discrete Stochastic Dynamic Programming pdf下载 The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an ...2016-10-19 21:45 - 浪子彦青 - 休闲灌水

Stochastic Control Theory Dynamic Programming Principle
2 个回复 - 1512 次查看 Stochastic Control TheoryDynamic Programming PrincipleAuthors: Nisio, Makiko Kobe University, Kobe, Japan ISBN 978-4-431-55122-5 Springer, 2015 This book offers a systematic introduction to ...2019-2-13 00:05 - SleepyTom - 金融工程（数量金融）与金融衍生品

Introduction to Stochastic Dynamic Programming Sheldon Ross 高清英文版
6 个回复 - 3406 次查看 Introduction to Stochastic Dynamic Programming Sheldon Ross 高清英文版 This text presents the basic theory and examines the scope of applications of stochastic dynamic programming. Chapter I ...2018-1-16 17:02 - Dogesick丶 - 经济金融数学专区

Stochastic Programming Models in Energy
1 个回复 - 1071 次查看 Handbooks in OR & MS, Vol. 10 ß 2003 Elsevier Science B.V. All rights reserved. Chapter 10 Stochastic Programming Models in Energy Stein W. Wallace Molde University College, Servicebox 8, ...2013-9-30 09:04 - thxb - 能源经济学

dynamic programming deterministic and stochastic models
3 个回复 - 2686 次查看求 dynamic programming deterministic and stochastic models 一书，2011-5-19 20:56 - qinchunbin - 文献求助专区

Stochastic Simulation and Applications in Finance with MATLAB Programs.pdf
12 个回复 - 4438 次查看 2015-5-19 13:40 - 问道Mathematics - 经济金融数学专区

Optimization Over Time, Dynamic Programming and Stochastic Control
0 个回复 - 538 次查看【作者(必填)】Peter Whittle 【文题(必填)】Optimization Over Time, Dynamic Programming and Stochastic Control 【年份(必填)】1982 【全文链接或数据库名称(选填)】2020-4-30 19:58 - kein强 - 文献求助专区

Linear and Multiobjective Programming with Fuzzy Stochastic Extensions.rar
3 个回复 - 1549 次查看 Linear and Multiobjective Programming with Fuzzy Stochastic Extensions MasatoshiSakawa HitoshiYano IchiroNishizaki Springer Science+Business Media New York 2013 1 Introduction . . . ...2013-11-30 14:42 - 牛尾巴 - 商学院

dynamic programming and stochastic control
6 个回复 - 1930 次查看 Bertsekas 的经典动态规划教材。本人亲自挑选的完美版本。为了以后下载有币，收一个论坛币。2012-1-9 14:32 - lhyhnly - 经管书评

[JULIA]SDDP:Stochastic Dual Dynamic Programming in Julia
7 个回复 - 1713 次查看 **** 本内容被作者隐藏 ****2018-7-22 01:32 - Nicolle - winbugs及其他软件专版

Supply Chain Disruption Management Using Stochastic Mixed Integer Programming
4 个回复 - 902 次查看 This book deals with stochastic combinatorial optimization problems in supply chain disruption management, with a particular focus on management of disrupted flows in customer-driven supply chains. Th ...2017-7-1 05:59 - nivastuli - 博弈论

【数学规划】 Linear and Multiobjective Programming with Fuzzy Stochastic Extensi
7 个回复 - 1376 次查看 Linear and Multiobjective Programming with Fuzzy Stochastic Extensions Authors: Masatoshi Sakawa, Hitoshi Yano, Ichiro Nishizaki Presents the latest advances in the new field of multiobjecti ...2016-12-27 18:07 - cmwei333 - Excel

The Value of Multistage Stochastic Programming in Capacity Planning Under
1 个回复 - 621 次查看【作者(必填)】Kai Huang 【文题(必填)】The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty 【年份(必填)】2009 【全文链接或数据库名称(选填)】2016-8-4 11:12 - sailing3200 - 求助成功区

An Approximation Scheme for Stochastic Integer Programs Arising in Capacity
1 个回复 - 525 次查看【作者(必填)】Shabbir Ahmed 【文题(必填)】An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion 【年份(必填)】2003 【全文链接或数据库名称(选填)】2016-8-4 08:40 - sailing3200 - 求助成功区

Stochastic Linear Programming
2 个回复 - 1553 次查看【作者(必填)】Peter Kall 【文题(必填)】Stochastic Linear Programming 【年份(必填)】1976 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/978-3-642-66252-2/page/12013-4-3 15:15 - wangmingyu1983 - 求助成功区

Fuzzy Dynamic Programming in the Stochastic Environment
2 个回复 - 649 次查看【作者(必填)】Seiichi Iwamoto 【文题(必填)】Fuzzy Dynamic Programming in the Stochastic Environment 【年份(必填)】2001 【全文链接或数据库名称(选填http://link.springer.com/chapter/10.1007/97 ...2015-12-17 16:29 - wisnnie - 求助成功区

Two-Stage Stochastic Programming Problems
1 个回复 - 643 次查看【作者(必填)】András 【文题(必填)】Two-Stage Stochastic Programming Problems 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://link.springer.com/chapter/10.1007/978-94-017-3087-7_122015-12-17 16:00 - phyl - 求助成功区

Two-Stage Fuzzy Stochastic Programming with Value-at-Risk: A Generic Model
1 个回复 - 688 次查看【作者(必填)】Shuming Wang, Junzo Watada 【文题(必填)】Two-Stage Fuzzy Stochastic Programming with Value-at-Risk: A Generic Model 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://link. ...2015-12-17 16:13 - phyl - 求助成功区

Numerical Techniques in Applied Multistage Stochastic Programming
1 个回复 - 609 次查看【作者(必填)】Seiichi Iwamoto 【文题(必填)】Numerical Techniques in Applied Multistage Stochastic Programming 【年份(必填)】2001 【全文链接或数据库名称(选填)】http://link.springer.com/chapt ...2015-12-17 16:22 - wisnnie - 求助成功区

A Multi-stage Stochastic Programming Model for Managing Risk-optimal
1 个回复 - 563 次查看【作者(必填)】Ronald Hochreiter , David Wozabal 【文题(必填)】A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios 【年份(必填)】2010 【全 ...2015-12-17 16:14 - phyl - 求助成功区

Stochastic Programming Fundamentals
1 个回复 - 778 次查看【作者(必填)】Antonio J. Conejo 【文题(必填)】Stochastic Programming Fundamentals 【年份(必填)】2010 【全文链接或数据库名称(选填)】2015-12-17 16:02 - phyl - 求助成功区

求书：Stochastic Simulation and Applications in Finance with MATLAB Programs
8 个回复 - 3380 次查看小弟再次求书，急用，恳请大家的帮助，本书详情： Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series) [Hardcover]作者是：Huu Tue Huynh (Author), Van Son Lai ...2012-4-27 12:45 - jijijude - 求助成功区

【200论坛币】求《introduction to stochastic dynamic programming》
10 个回复 - 5252 次查看 Introduction to Stochastic Dynamic Programming (Paperback)~ Sheldon M. Ross Sheldon M. Ross (Author) › Visit Amazon's Sheldon M. Ross Pa ...2009-12-8 04:47 - devanagari - 休闲灌水

随机规划教材：Introduction to stochastic programming (Birge J., Louveaux F.)
5 个回复 - 4868 次查看 Birge J., Louveaux F. Introduction to stochastic programming (SSOR, Springer, 1997)(ISBN 0387982175)(440s)敬请下载。芝加哥的Birge写的。2010-12-6 20:37 - punchwei - 经济金融数学专区

Introduction to Stochastic Programming Second Edition
1 个回复 - 868 次查看 Carlos A.S. Oliveira Panos M. Pardalos Mathematical Aspects of Network Routing Optimization2014-10-24 19:56 - li_mao - 经济金融数学专区

免费The Stochastic Programming Approach to Asset,Liabiblity, Wealth Management
3 个回复 - 1818 次查看易盘下载: http://www.163pan.com/files/j0b000u0b.html 文件名称: The Stochastic Programming Approach to Asset,Liabiblity, and Wealth Management.pdf 文件介绍: Author:Willain T.Ziemba,The Research ...2010-7-15 22:29 - soundleon - 金融学（理论版）

Introduction to Stochastic Programming
2 个回复 - 1746 次查看一本不错的关于随机规划的书!2013-3-26 12:56 - wangxj06 - 金融学（理论版）

Introduction to Stochastic Programming 2nd Edition
5 个回复 - 2252 次查看这个是最新版，(Jun 27, 2011) edition Introduction to Stochastic Programming (Springer Series in Operations Research and Financial Engineering) [Hardcover]John R. Birge (Author), François Louve ...2011-8-13 07:57 - yiweidon - 金融学（理论版）

Stochastic programming with multiple objective functions
0 个回复 - 1148 次查看【作者(必填)】Stancu-Minasian I M. 【文题(必填)】 Stochastic programming with multiple objective functions 【年份(必填)】Editura Academiei, 1984. 【全文链接或数据库名称(选填)】http://schol ...2014-7-14 17:38 - yang2009jing - 文献求助专区

随机优化经典书籍Modeling with Stochastic Programming
1 个回复 - 2835 次查看作者: King, Alan J.; Wallace, Stein W.; 出版年: 2012-6 页数: 192 定价: $ 79.04 简介： While there are several texts on how to solve and analyze stochastic programs, this is the first text to ...2014-4-2 20:02 - as8zhuahua - 计量经济学与统计软件

Introduction to Stochastic Programming
1 个回复 - 1204 次查看 Introduction to Stochastic Programming （pdf） The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly wit ...2014-3-11 08:38 - JieCome - 新手入门区

Stochastic Programming
2 个回复 - 870 次查看这本书集合了最有代表性的papers，在Springer 上是分章节售价的，非常有研究和实践价值，特此分享http://link.springer.com/content/pdf/10.1007%2F978-1-4419-1642-6_10.pdf （1） Content-Preface 是免费文件 ...2014-1-8 11:50 - sophiahare - 金融学（理论版）

stochastic fuzzy programming for water resources management
2 个回复 - 881 次查看【作者(必填)】S. Wang , G.H. Huang 【文题(必填)】Interactive two-stage stochastic fuzzy programming for water resources management 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://ww ...2013-8-27 17:27 - phyl - 求助成功区

Limited multi-stage stochastic programming for managing water supply systems
1 个回复 - 592 次查看【作者(必填)】Mashor Housh1, , Avi Ostfeld, , Uri Shamir2, 【文题(必填)】Limited multi-stage stochastic programming for managing water supply systems 【年份(必填)】2013 【全文链接或数据库 ...2013-8-22 16:24 - phyl - 求助成功区

Stochastic Linear Programming: Models, Theory, and Computation
5 个回复 - 2704 次查看 Stochastic Linear Programming: Models, Theory, and Computation (International Series in Operations Research & Management Science) (Hardcover)~ Peter Kall Peter Kall (Author) › Visit Ama ...2010-3-6 02:45 - AZURESKY - 计量经济学与统计软件

文献求助 Modeling with Stochastic Programming
4 个回复 - 865 次查看【作者(必填)】Alan J. King and Stein W. Wallace 【文题(必填)】 Modeling with Stochastic Programming 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.springerlink.com/content/978-0 ...2012-10-13 15:56 - wangmingyu1983 - 求助成功区

急求Stochastic Simulation and Applications in Finance with MATLAB Programs
10 个回复 - 2767 次查看 Stochastic Simulation and Applications in Finance with MATLAB Programs 作者：Huu Tue Huynh,Van Son Lai,Issouf Soumare John Wiley & Sons; November 2011 356 pages; ISBN 97804707221382012-6-19 11:30 - wqt2958 - MATLAB等数学软件专版

跪求：Stochastic Simulation and Applications in Finance with MATLAB Programs
9 个回复 - 7749 次查看跪求：Stochastic Simulation and Applications in Finance with MATLAB Programs [/td][/tr][/table]Stochastic Simulation and Applications in Finance with Matlab Programs (The Wiley Finance Series) (Har ...2009-10-7 08:00 - deadknight10 - 计量经济学与统计软件

求书：Stochastic Simulation and Applications in Finance with Matlab Programs
7 个回复 - 2938 次查看第一次发帖，求matlab这本书！不胜感激！2010-12-9 02:34 - yue-wang - 计量经济学与统计软件

[下载]stochasticProgramming
13 个回复 - 4335 次查看 Authors: Peter Kall Institute for Operations Research and Mathematical Methods of Economics University of Zurich CH-8044 Zurich Stein W. Wallace Departmen ...2005-9-3 13:02 - suewoe - 计量经济学与统计软件

stochastic programming
3 个回复 - 2331 次查看 Contents Preface iii 1 Stochastic Programming Models 1 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Inventory . . . . . . . . . . . . . . . . . . . . . . . ...2010-2-5 17:36 - ibanker - 金融学（理论版）

[分享][求助]Stochastic Optimization和Stochastic Programming
5 个回复 - 1938 次查看 <font co ...2008-2-26 09:55 - fpse23 - 计量经济学与统计软件

The Stochastic Programming Approach To Asset, Liability, And Wealth Management
1 个回复 - 1629 次查看 William T. Ziemba是ALM的专家，很多手册的主编。 2003版 Contents: Chapter 1. The Fundamentals of Asset Allocation Chapter 2. The Stochastic Programming Approach toAsset/Liability Management Chapter ...2009-8-9 18:00 - linmao001 - 金融学（理论版）

文献求助:Stochastic Programming The State of the 。。。
1 个回复 - 1038 次查看书名：Stochastic Programming The State of the Art In Honor of George B. Dantzig 作者：Gerd Infanger 链接：http://springerlink.com/content/978-1-4419-1641-9/#section=810471&page=12011-3-27 10:41 - wangmingyu1983 - 文献求助专区

[下载]Stochastic Dynamic Programming(Stokey)
7 个回复 - 3956 次查看推荐！ [此贴子已经被作者于2009-2-28 18:04:02编辑过]2008-9-25 16:29 - wangruixin - 微观经济学

《Lectures on Stochastic Programming：Modeling and Theory》
2 个回复 - 1973 次查看作者： Alexander Shapiro Darinka Dentcheva Andrzej Ruszczy´ nski To be published by SIAM, Philadelphia, 2009.2010-3-25 22:44 - bhdxfxd - 计量经济学与统计软件

Stochastic Programming
3 个回复 - 1106 次查看 Stochastic Programming First Edition Peter Kall Institute for Operations Research and Mathematical Methods of Economics University of Zurich CH-8044 Zurich Stein W. Wallace Department of Manag ...2010-3-10 15:18 - informationlee - 运营管理（物流与供应链管理）

Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
0 个回复 - 1263 次查看 Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions2010-1-7 23:15 - zengyan1984 - 论文版

Stochastic Programming Problems With Probability And Quantile Functions
0 个回复 - 926 次查看书名：Stochastic Programming Problems With Probability And Quantile Functions(Hardcover - Jan 1996) 作者：A. I. Kibzun, Andrey I. Kibzun, Yuri S. Kan 出版社：John Wiley & Sons2009-6-26 21:28 - mingyuwang - 文献求助专区

Treatment of Stochastic Elements in an Aggregative Programming Model of Aus...
0 个回复 - 248 次查看 2006-4-20 12:49 - 手机产业链120 - Forum

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