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[null,"1.","Record Nr.",null,"UNINA9910465469903321"]
[null,null,"Titolo",null,"International investment law [[electronic resource] ] : the sources of rights and obligations / / edited by Tarcisio Gazzini, Eric De Brabandere"]
[null,null,"Pubbl/distr/stampa",null,"Leiden ; ; Boston, : M. Nijhoff Publishers, 2012"]
[null,null,"ISBN",null,"1-283-59713-6"]
[{"$nulls":4},"9786613909589"]
[{"$nulls":4},"90-04-21453-4"]
[null,null,"Descrizione fisica",null,"1 online resource (363 p.)"]
[null,null,"Disciplina",null,"346/.092"]
[null,null,"Soggetti",null,"Investments, Foreign (International law)"]
[{"$nulls":4},"International commercial arbitration"]
[{"$nulls":4},"Commercial treaties"]
[{"$nulls":4},"Investments, Foreign - Law and legislation"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Includes index."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Preliminary Material -- Introduction / Pierre d’ Argent -- International Customary Investment Law: Story of a Paradox / Jean d’ Aspremont -- Preferential Trade and Investment Treaties / Erik Denters -- The Energy Charter Treaty / Matthew Happold and Thomas Roe -- Bilateral Investment Treaties / Tarcisio Gazzini -- General Principles of Law and International Investment Law / Stephan W. Schill -- National Legislation and Unilateral Acts of States / Makane Moïse Mbengue -- International Investment Contracts / Patrick Dumberry -- Arbitral Decisions As a Source of International Investment Law / Eric De Brabandere -- Non-Binding Documents and Literature / Tony Cole -- Conclusion: The Sources of International Investment Law: Concluding Thoughts / Christian J. Tams -- Index / Pierre d’ Argent."]
[null,null,null,"Sommario/riassunto","Transnational investment involves a variety of actors (States, public and private legal entities, and natural persons) whose relationships are governed by rules and legal instruments belonging to different legal systems. This book provides a systematic study of the sources of rights and obligations in the field of transnational investment, and their coordination and interaction. It focuses primarily on the network of over 3,000 Bilateral Investment Treaties, international investment contracts, customary international law, the main multilateral treaties, "]
[{"$nulls":4},"national legislation, international case law and general principles of law. The book, firmly based on State practice, arbitral awards and national decisions, is indispensable to fully appraise the nature and content of the claims of private investors as well as to identify the law applicable in investment arbitration."]
[null,"2.","Record Nr.",null,"UNINA9910864198403321"]
[null,null,"Autore",null,"Marti Kurt"]
[null,null,"Titolo",null,"Stochastic Optimization Methods : Applications in Engineering and Operations Research / / by Kurt Marti"]
[null,null,"Pubbl/distr/stampa",null,"Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024"]
[null,null,"ISBN",null,"9783031400599"]
[{"$nulls":4},"9783031400582"]
[null,null,"Edizione",null,"[4th ed. 2024.]"]
[null,null,"Descrizione fisica",null,"1 online resource (389 pages)"]
[null,null,"Collana",null,"Business and Management Series"]
[null,null,"Disciplina",null,"519.62"]
[null,null,"Soggetti",null,"Operations research"]
[{"$nulls":4},"Mathematical optimization"]
[{"$nulls":4},"Computational intelligence"]
[{"$nulls":4},"Operations Research and Decision Theory"]
[{"$nulls":4},"Optimization"]
[{"$nulls":4},"Computational Intelligence"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,"Nota di contenuto",null,"Stochastic Optimization Methods -- Solution of Stochastic Linear Programs by Discretization Methods -- Optimal Control under Stochastic Uncertainty -- Random Search Procedures for Global Optimization -- Controlled Random Search under Uncertainty -- Controlled Random Search Procedures for Global Optimization -- Random Search Methods with Multiple Search Points -- Approximation of Feedback Control Systems -- Stochastic Optimal Open-Loop Feedback Control -- Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC) -- Machine Learning under stochastic uncertainty -- Stochastic Structural Optimization with quadratic loss functions -- Maximum Entropy Techniques."]
[null,null,null,"Sommario/riassunto","This book examines optimization problems that in practice involve random model parameters. It outlines the computation of robust optimal solutions, i.e., optimal solutions that are insensitive to random parameter variations, where appropriate deterministic substitute problems are needed. Based on the probability distribution of the random data and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into corresponding deterministic problems. Due to the probabilities and "]
[{"$nulls":4},"expectations involved, the book also shows how to apply approximative solution techniques. Several deterministic and stochastic approximation methods are provided: Taylor expansion methods, regression and response surface methods (RSM), probability inequalities, multiple linearization of survival/failure domains, discretization methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation and gradient procedures, and differentiation formulas for probabilities and expectations. The fourth edition of this classic text has been carefully and thoroughly revised. It includes new chapters on the solution of stochastic linear programs by discretization of the underlying probability distribution, and on solving deterministic optimization problems by means of controlled random search methods and multiple random search procedures. It also presents a new application of stochastic optimization methods to machine learning problems with different loss functions. For the computation of optimal feedback controls under stochastic uncertainty, besides the open-loop feedback procedures, a new method based on Taylor expansions with respect to the gain parameters is presented. The book is intended for researchers and graduate students who are interested in stochastics, stochastic optimization, and control. It will also benefit professionals and practitioners whose work involves technical, economic and/or operations research problems under stochastic uncertainty."]