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1. |
Record Nr. |
UNINA9910367242103321 |
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Autore |
Klein Haneveld Willem K |
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Titolo |
Stochastic Programming : Modeling Decision Problems Under Uncertainty / / by Willem K. Klein Haneveld, Maarten H. van der Vlerk, Ward Romeijnders |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
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ISBN |
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Edizione |
[1st ed. 2020.] |
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Descrizione fisica |
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1 online resource (255 pages) : illustrations |
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Collana |
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Graduate Texts in Operations Research, , 2662-6012 |
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Disciplina |
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Soggetti |
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Operations research |
Decision making |
Probabilities |
Mathematical optimization |
Economics |
Operations Research/Decision Theory |
Probability Theory and Stochastic Processes |
Optimization |
Economic Theory/Quantitative Economics/Mathematical Methods |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Introduction -- Random Objective Functions -- Recourse Models -- Stochastic Mixed-integer Programming -- Chance Constraints -- Integrated Chance Constraints -- Assignments -- Case Studies. |
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Sommario/riassunto |
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This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing section, several case studies are presented, helping students apply the theory covered |
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to practical problems. The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide. |
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2. |
Record Nr. |
UNINA9910967322903321 |
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Autore |
Billmeier Andreas |
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Titolo |
Analyzing Balance Sheet Vulnerabilities in a Dollarized Economy : : The Case of Georgia / / Andreas Billmeier, Johan Mathisen |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2006 |
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ISBN |
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9786613829931 |
9781462377046 |
1462377041 |
9781452768304 |
1452768307 |
9781283517485 |
1283517485 |
9781451986976 |
1451986971 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (29 p.) |
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Collana |
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Altri autori (Persone) |
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Soggetti |
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Dollar, American |
Fiscal policy - Georgia |
Monetary policy - Georgia |
Accounting |
Banking |
Banks and Banking |
Banks and banking |
Banks |
Central banks |
Commercial banks |
Currencies |
Currency mismatches |
Data Access |
Debts, External |
Depository Institutions |
Economywide Country Studies: Europe |
Exports and Imports |
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External debt |
Finance |
Finance: General |
Financial institutions |
Financial risk management |
Financial sector policy and analysis |
Foreign exchange reserves |
General Financial Markets: Government Policy and Regulation |
Government and the Monetary System |
International economics |
International Lending and Debt Problems |
International reserves |
Macroeconomic Analyses of Economic Development |
Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General |
Methodology for Collecting, Estimating, and Organizing Macroeconomic Data |
Micro Finance Institutions |
Monetary economics |
Monetary Policy |
Monetary Systems |
Money and Monetary Policy |
Money |
Mortgages |
Payment Systems |
Regimes |
Standards |
Georgia |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. ANALYTICAL FRAMEWORK, KEY CONCEPTS, AND DATA""; ""IV. FOREIGN CURRENCY MISMATCHES IN GEORGIA ""; ""V. ADDRESSING BALANCE-SHEET VULNERABILITIES IN GEORGIA""; ""VI. CONCLUSIONS AND POLICY IMPLICATIONS""; ""REFERENCES"" |
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Sommario/riassunto |
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Balance-sheet analysis (BSA) complements traditional flow-oriented macroeconomic analysis by gauging mismatches in aggregate and sectoral balance sheets of an economy. Enabled by recent progress in data availability, this paper applies BSA to Georgia, focusing on currency mismatches. In reviewing developments over the last five years, the paper finds that the still-high level of dollarization continues to create financial vulnerabilities, but that the overall level of currency mismatch has fallen and that liquidity problems are unlikely, in part owing to a strengthening of sectoral buffers, hedges, and insurance against shocks. Policy recommendations include accumulating reserves, strengthening securities markets, enhancing banking supervision, and |
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maintaining a flexible exchange rate. |
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