Approximation and Online Algorithms: 14th International Workshop, Waoa 2016, Aarhus, Denmark, August 25 26, 2016, Revised Selected Papers

Książki

Sklep: KrainaKsiazek.pl

Combinatorial Optimization and Graph Algorithms Springer Verlag, Singapore

Książki / Literatura obcojęzyczna

Covering network designs, discrete convex analysis, facility location and clustering problems, matching games, and parameterized complexity, this book discusses theoretical aspects of combinatorial optimization and graph algorithms. Contributions are by renowned researchers who attended NII Shonan meetings on this essential topic. The collection contained here provides readers with the outcome of the authors' research and productive meetings on this dynamic area, ranging from computer science and mathematics to operations research.Networks are ubiquitous in today's world: the Web, online social networks, and search-and-query click logs can lead to a graph that consists of vertices and edges. Such networks are growing so fast that it is essential to design algorithms to work for these large networks. Graph algorithms comprise an area in computer science that works to design efficient algorithms for networks. Here one can work on theoretical or practical problems where implementation of an algorithm for large networks is needed. In two of the chapters, recent results in graph matching games and fixed parameter tractability are surveyed.Combinatorial optimization is an intersection of operations research and mathematics, especially discrete mathematics, which deals with new questions and new problems, attempting to find an optimum object from a finite set of objects. Most problems in combinatorial optimization are not tractable (i.e., NP-hard). Therefore it is necessary to design an approximation algorithm for them. To tackle these problems requires the development and combination of ideas and techniques from diverse mathematical areas including complexity theory, algorithm theory, and matroids as well as graph theory, combinatorics, convex and nonlinear optimization, and discrete and convex geometry. Overall, the book presents recent progress in facility location, network design, and discrete convex analysis.

Sklep: Libristo.pl

Simulation-Based Optimization Springer-Verlag New York Inc.

Książki / Literatura obcojęzyczna

Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduce the evolving area of static and dynamic simulation-based optimization. Covered in detail are model-free optimization techniques - especially designed for those discrete-event, stochastic systems which can be simulated but whose analytical models are difficult to find in closed mathematical forms.Key features of this revised and improved Second Edition include:

Sklep: Libristo.pl

Artificial Intelligence in Control and Decision-making Systems Springer, Berlin

Książki / Literatura obcojęzyczna

This book presents an authoritative collection of contributions reporting on computational intelligence, fuzzy systems as well as artificial intelligence techniques for modelling, optimization, control and decision-making together with applications and case studies in engineering, management and economic sciences.Over the recent years, a considerable amount of research effort has been devoted to the development of advanced methods of artificial intelligence with a focus on its implementation in practice in different fields of human activity, especially for solving real control and decision-making problems in uncertainty.Dedicated to the Academician of the Polish Academy of Sciences, Professor Janusz Kacprzyk in recognition of his pioneering work, the book reports on theories, methods and new challenges in artificial intelligence, thus offering not only a timely reference guide but also a source of new ideas and inspirations for graduate students and researchers alike.The book consists of 18 chapters, presented by distinguished and experienced authors from 15 different countries (Australia, Brazil, Canada, Chile, Germany, Israel, Italy, PR China, R.N. Macedonia, Saudi Arabia, Spain, Turkey, USA, Ukraine and Vietnam). All chapters are grouped into three parts: (1) Computational Intelligence and Fuzzy Systems, (2) Artificial Intelligence Techniques in Modelling and Optimization and (3) Computational Intelligence in Control and Decision Support Processes.The book reflects recent developments and new directions in artificial intelligence, in particular, including computation method of the interval hull to solutions of interval and fuzzy interval linear systems, fuzzy Petri networks in supervisory control of Markov processes in robotic systems, fuzzy approaches for linguistic data summaries, first-approximation analysis for choosing fuzzy or neural systems and type-1 or type-2 fuzzy sets, matrix resolving functions in game dynamic problems, evolving stacking neuro-fuzzy probabilistic networks and their combined learning in online pattern recognition tasks, structural optimization of fuzzy control and decision-making systems, neural and granular fuzzy adaptive modelling, state and action abstraction for search and reinforcement learning algorithms.Among the most successful and perspective implementations in practical areas of human activity are algorithms for diagnosing neurological disorders, human-centric question-answering system, OWA operators in pensions, evaluation of the perception of public safety through fuzzy and multi-criteria approach, a multi-criteria hierarchical approach to investments, intelligent traffic signal control using the rule-based fuzzy system and generative adversarial networks in cybersecurity.The chapters provide an easy-to-follow introduction to the topics that are addressed, including the most relevant references, so that anyone interested in them can start their introduction to the topic through these references. At the same time, all of them correspond to different aspects of work-in-progress being carried out in various research groups throughout the world and, therefore, provide information on the state-of-the-art of these topics.This book is useful for researchers and students who are interested in artificial intelligence and in advanced control and decision-making systems.

Sklep: Libristo.pl

Probability, Random Processes, and Statistical Analysis Cambridge University Press

Książki / Literatura obcojęzyczna

Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum

Sklep: Libristo.pl

Tools for Computational Finance 4e Springer Verlag

Medycyna > English Division

Tools for Computational Finance offers a clear explanation of computational issues arising in financial mathematics. The new third edition is thoroughly revised and significantly extended, including an extensive new section on analytic methods, focused mainly on interpolation approach and quadratic approximation. Other new material is devoted to risk-neutrality, early-exercise curves, multidimensional Black-Scholes models, the integral representation of options and the derivation of the Black-Scholes equation. New figures, more exercises, and expanded background material make this guide a real must-to-have for everyone working in the world of financial engineering. "In an increasingly crowded field of financial engineering titles, Seydel's Tools for Computational Finance stands out as filling an unmet need. It is an intermediate level text with an extremely practical focus. ... This is the kind of book you can read quickly, gaining a broad understanding of practical techniques of financial engineering. On the other hand, you can go through it slowly, working through all the examples and exercises in order to gain indepth practical knowledge you can use on the job. " www.riskbook.com "Remarkably, Seydel addresses students of both mathematics and business, presumes only minimal background in either subject, yet ventures deep into the subject in little more than 200 pages. Compare the longer books Mathematics of Financial Markets, by R.J. Elliott and P.E. Kopp (1999), or Methods of Mathematical Finance, by I. Karatzas and S.E. Shreve (1998), which presume research-level preparation in probability theory, delve deeper into theoretical issues, but ignore numerics. On the mathematical side, Seydel covers stochastic processes, random number generation, stochastic differential equations, finite differences, and finite elements. On the financial side, he treats put and call options of so-called American, European, and Asian types. A Web site provides additional material, including colored figures. Summing Up: Highly recommended. " CHOICE "Seydel has sought a compromise between justifying his results and avoiding formal proofs. I think he has struck a healthy balance, and I enjoyed reading the book. ... Hull's book teaches how to write the equations and Seydel's teaches how to solve them" Physics Today "In my opinion, this book is mainly tailored to financial researchers and practitioners with an applied mathematics or engineering background. Various methods are introduced from a problem-solving point of view, been eventually formulated and summarised as algorithms which are offered for straightforward implementation in computer programmes. This expository style, which is similar to Kloeden's and Platen's 'Numerical Solutions of SDEs through computer experiments', makes the book unique among others and will definitely attract a broad range of readers coming from the financial academia or practice. Quant Notes "This book is very easy to read and one can gain a quick snapshot of computational issues arising in financial mathematics. Researchers or students of the mathematical sciences with an interest in finance will find this book a very helpful and gentle guide to the world of financial engineering." SIAM review (46, 2004) From the reviews of the third edition: "Tools for Computational Finance is a book on numerical methods for pricing financial derivative products. ! the author concentrates on how to provide numerical solutions to the problem of pricing. Exercises are provided at the end of each chapter and they follow and complement the text very well. In my opinion the book is more for practitioners ! . it does guide us in a right direction and I think it could be valuable even for an academic." (Ita Cirovic Doney, MathDL-online, October, 2006)

Sklep: Ksiazki-medyczne.eu