Optimization Books

Many of the modern techniques to solve supervised learning problems suffer from a lack of interpretability and analyzability that do not give rise to rigorous mathematical results. This monograph develops a comprehensive statistical learning framework...

Discrete Graphical Models — An Optimization Perspective is about discrete energy minimization for discrete graphical models. It considers graphical models, or, more precisely, maximum a posteriori inference for graphical models, purely as a...

ONAG, as the book is commonly known, is one of those rare publications that sprang to life in a moment of creative energy and has remained influential for over a quarter of a century. Originally written to define the relation between the theories of...

Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals...

This book demonstrates what the discipline of economics has to offer as support for analyzing cooperation on management of trans-boundary water resources. It also considers what the discipline of economics has to acquire to...

This book shows how the Bayesian Approach (BA) improves well­ known heuristics by randomizing and optimizing their parameters. That is the Bayesian Heuristic Approach (BHA). The ten in-depth examples are designed to teach...

Complementarity theory is a new domain in applied mathematics and is concerned with the study of complementarity problems. These problems represent a wide class of mathematical models related to optimization, game theory,...

The scientific monograph of a survey kind presented to the reader's attention deals with fundamental ideas and basic schemes of optimization methods that can be effectively used for solving strategic planning and operations...

This edited book is dedicated to Professor N. U. Ahmed, a leading scholar and a renowned researcher in optimal control and optimization on the occasion of his retirement from the Department of Electrical Engineering at...

Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and...

There has been much recent progress in approximation algorithms for nonconvex continuous and discrete problems from both a theoretical and a practical perspective. In discrete (or combinatorial) optimization many approaches...

This book deals with the theory and applications of the Reformulation- Linearization/Convexification Technique (RL T) for solving nonconvex optimization problems. A unified treatment of discrete and continuous nonconvex...

Mathematical Programming has been of significant interest and relevance in engineering, an area that is very rich in challenging optimization problems. In particular, many design and operational problems give rise to nonlinear...

Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their applications in the optimal control of discrete event systems, optimal...

The original edition of this book was celebrated for its coverage of the central concepts of practical optimization techniques. This updated edition expands and illuminates the connection between the purely analytical character...

Die Lehre von der Aufstellung empirischer Formeln ist ein Buch, das im Jahr 1889 von Anton Steinhauser ver������ffentlicht wurde. Es besch�����ftigt sich mit der Entwicklung von empirischen Formeln, die in der Naturwissenschaft und Technik verwendet...

This book provides readers with a comprehensive survey of models of dynamic games in economics, including an extensive coverage of numerous fields of applications. It will also discuss and explain main concepts and techniques used in dynamic games, and...

Introduction to Online Convex Optimization portrays optimization as a process. In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and...

A Simple Method for Predicting Covariance Matrices of Financial Returns makes three contributions. First, it proposes a new method for predicting the time-varying covariance matrix of a vector of financial returns, building on a specific covariance...

Sociological theories of crime include: theories of strain blame crime on personal stressors; theories of social learning blame crime on its social rewards, and see crime more as an institution in conflict with other institutions rather than as in-...

This book provides an introduction to the mathematical theory of optimization. It emphasizes the convergence theory of nonlinear optimization algorithms and applications of nonlinear optimization to combinatorial optimization...

In complementarity theory, which is a relatively new domain of applied mathematics, several kinds of mathematical models and problems related to the study of equilibrium are considered from the point of view of physics as well...

Chapters in Game Theory has been written on the occasion of the 65th birthday of Stef Tijs, who can be regarded as the godfather of game theory in the Netherlands. The contributors all are indebted to Stef Tijs, as former Ph...

Many questions dealing with solvability, stability and solution methods for va- ational inequalities or equilibrium, optimization and complementarity problems lead to the analysis of certain (perturbed) equations. This often...

Semidefinite programming has been described as linear programming for the year 2000. It is an exciting new branch of mathematical programming, due to important applications in control theory, combinatorial optimization and...

The text introduces students to numerous methods in solving a variety of Optimization problems. Also, the narrow focus of most math textbooks is completely dedicated to nonlinear programming, linear programming, combinatorial or convex optimization.

This book is an exploration of the ubiquity of ambiguity in decision-making under uncertainty. It presents various essays on behavioral economics and behavioral finance that draw on the theory of Black Swans (Taleb 2010), which argues for a distinction...

This Palgrave Pivot examines monotone games and studies incentives and outcomes when there are multiple players, and how the decision of each player affects the well-being of others in particular ways. Games with strategic complements exhibit...

This monograph develops a method of creating convenient coordinate systems for game theory that will allow readers to more easily understand, analyze, and create games at various levels of complexity. By identifying the unique characterization of games...

This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate...

Chart Your Course For Ascension... Then Let Your Spirit Fly!Unlock your ultimate spiritual potential by removing barriers to your true native state.Learn how to easily attain Self-actualization and help to actualize others along the way.A greater...

Chordal graphs play a central role in techniques for exploiting sparsity in large semidefinite optimization problems, and in related convex optimization problems involving sparse positive semidefinite matrices. Chordal graph properties are also...

The authors show that there are underlying mathematical reasons for why games and puzzles are challenging (and perhaps why they are so much fun). They also show that games and puzzles can serve as powerful models of computation-quite different from the...

In the quarter of a century since three mathematicians and game theorists collaborated to create Winning Ways for Your Mathematical Plays, the book has become the definitive work on the subject of mathematical games. Now carefully revised and broken down...

Interest in constrained optimization originated with the simple linear pro­ gramming model since it was practical and perhaps the only computationally tractable model at the time. Constrained linear optimization models were...

Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level...

""Beitr�����ge zur forstlichen Statik und Waldwerthrechnung"" ist ein Buch von Gustav Kraft, das im Jahr 1887 ver������ffentlicht wurde. Das Buch besch�����ftigt sich mit der Statik von B�����umen und der Berechnung des Wertes von W�����ldern. Es...

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion "Samuelson" market model (also known as the...

Various imperfections in existing market systems prevent the free market from serving as a truly efficient allocation mechanism, but optimization of economic activities provides an effective remedial measure. Cooperative optimization claims that socially...

Shape optimization problems are treated from the classical and modern perspectives Targets a broad audience of graduate students in pure and applied mathematics, as well as engineers requiring a solid mathematical basis for the...

Variational principles have proven to be surprisingly fertile. For example, Fermat used variational methods to demonstrate that light follows the fastest route from one point to another, an idea which came to be a cornerstone...

Linear Programming and Its Applications is intended for a first course in linear programming, preferably in the sophomore or junior year of the typical undergraduate curriculum. The emphasis throughout the book is on linear...

Nonlinear programming provides an excellent opportunity to explore an interesting variety of pure and solidly applicable mathematics, numerical analysis, and computing. This text develops some of the ideas and techniques...