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This book aims at restructuring some fundamentals in measure and integration theory. It centers around the ubiquitous task to produce appropriate contents and measures from more primitive data like elementary contents and elementary integrals. It develops the new approach started around 1970 by Topsoe and others into a systematic theory. The theory is much more powerful than the traditional means and has striking implications all over measure theory and beyond.
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Disk contains: linear programming code SMPX.
George Campbell (1824-92) had a long career as an administrator in India, where he first went in 1843 in the service of the East India Company. He eventually rose to become lieutenant-governor of Bengal (1871-74). Campbell wrote several books about India, where he established a reputation as an administrator who, while paternalistic and authoritarian, was genuinely interested in the welfare of the Indian people. Campbell left India in 1874 to return permanently to England. He joined the Liberal Party and in 1875 was elected to Parliament as the member for Kirkcaldy. The Afghan Frontier, published in 1879, early in the Second Anglo-Afghan War of 1878-80, is a short book containing Campbell's ...
The price-setting newsvendor model is used to address the single period joint pricing and inventory control problem. The objective is to set the optimal price and replenishment quantity of a single product in order to maximize the expected profit. Products with a short selling season and relatively long replenishment lead times such as fashion goods are the most relevant application areas of the model. The focus of the work is the generalization of the model with respect to the modeling of uncertainty in demand. The author presents an analytical and empirical study which compares different demand models with a more flexible model based on price and inventory optimization. She concludes that using a general model can increase the profits significantly.
Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.