top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
Mathematical programming and game theory for decision making [[electronic resource] /] / editors, S.K. Neogy ... [et al.]
Mathematical programming and game theory for decision making [[electronic resource] /] / editors, S.K. Neogy ... [et al.]
Pubbl/distr/stampa Singapore ; ; Hackensack, NJ, : World Scientific, c2008
Descrizione fisica 1 online resource (500 p.)
Disciplina 519.7
Altri autori (Persone) NeogyS. K
Collana Statistical science and interdisciplinary research
Soggetto topico Programming (Mathematics)
Game theory
Decision making - Mathematical models
Soggetto genere / forma Electronic books.
ISBN 1-281-96096-9
9786611960964
981-281-322-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Foreword; Preface; Acknowledgments; 1. Mathematical Programming and its Applications in Finance L. C. Thomas; Abstract; 1.1 Introduction; 1.2 Portfolio Optimization; 1.3 Asset-liability Models; 1.4 Yield Curves; 1.5 Credit Scorecards; Bibliography; 2. Anti-stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix S. N. Kabadi and A. P. Punnen; Abstract; 2.1 Introduction; 2.2 Pivot Selection Rule; Bibliography; 3. A New Practically E cient Interior Point Method for Convex Quadratic Programming K. G. Murty; Abstract; 3.1 Introduction; 3.2 The Centering Strategy
3.3 Descent Step Using a Descent Direction 3.4 Descent Step Using the Touching Constraints; 3.5 The Algorithm; 3.6 Convergence Results; 3.7 The Case When the Matrix D is Not Positive Definite; Bibliography; 4. A General Framework for the Analysis of Sets of Constraints R. Caron and T. Traynor; Abstract; 4.1 Introduction; 4.2 The Set Covering Formulation; 4.3 Random Sampling; Acknowledgement; Bibliography; 5. Tolerance-based Algorithms for the Traveling Salesman Problem D. Ghosh, B. Goldengorin, G. Gutin and G. Jager; Abstract; 5.1 Introduction; 5.2 Some Relevant Concepts
5.2.1 The Relaxed Assignment Problem 5.2.2 Determining Tolerances for AP and RAP; 5.2.3 The Contraction Procedure and a Greedy Algorithm; 5.3 Tolerance-based Greedy Algorithms; 5.4 Computational Experience; 5.5 Summary and Future Research Directions; Bibliography; 6. On the Membership Problem of the Pedigree Polytope T. S. Arthanari; Abstract; 6.1 Introduction; 6.1.1 Computational Complexity, Polytopes and Efficiency; 6.2 Preliminaries & Notations; 6.2.1 Rigid, Dummy arcs in a Capacited Transportation Problem; 6.2.2 Definition of the Pedigree Polytope
6.2.3 Multistage Insertion and Related Results 6.3 Polytopes and Efficiency; 6.3.0.1 Problems Related to Polytopes; 6.3.1 Properties of the Polytope, conv(An); 6.4 Construction of the Layered Network N; 6.5 Necessity of Fk Feasibility for Membership; 6.6 Pedigree Packability; 6.7 A Multicommodity Flow Problem to Check Member- ship; 6.8 Computational Complexity of Checking the Necessary Condition; 6.9 Concluding Remarks; Acknowledgements; Bibliography; 7. Exact Algorithms for a One-defective Vertex Colouring Problem N. Achuthan, N. R. Achuthan and R. Collinson; Abstract; 7.1 Introduction
7.2 Sequential Colouring Heuristics for k-DVCP7.3 Implicit Enumeration Algorithms for 1-DVCP ; 7.4 Computational Performance of the Algorithms; Acknowledgement; Bibliography; 8. Complementarity Problem involving a Vertical Block Matrix and its Solution using Neural Network Model S. K. Neogy, A. K. Das and P. Das; Abstract; 8.1 Introduction; 8.2 Preliminaries; 8.3 Main Results; 8.4 Computing VLCP Solution Using the Neural Network Dynamics; 8.4.1 Proposed Neural Network Dynamics; 8.5 Simulation Results; Bibliography
9. Fuzzy Twin Support Vector Machines for Pattern Classification R. Khemchandani, Jayadeva and S. Chandra
Record Nr. UNINA-9910453181403321
Singapore ; ; Hackensack, NJ, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mathematical programming and game theory for decision making [[electronic resource] /] / editors, S.K. Neogy ... [et al.]
Mathematical programming and game theory for decision making [[electronic resource] /] / editors, S.K. Neogy ... [et al.]
Pubbl/distr/stampa Singapore ; ; Hackensack, NJ, : World Scientific, c2008
Descrizione fisica 1 online resource (500 p.)
Disciplina 519.7
Altri autori (Persone) NeogyS. K
Collana Statistical science and interdisciplinary research
Soggetto topico Programming (Mathematics)
Game theory
Decision making - Mathematical models
ISBN 1-281-96096-9
9786611960964
981-281-322-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Foreword; Preface; Acknowledgments; 1. Mathematical Programming and its Applications in Finance L. C. Thomas; Abstract; 1.1 Introduction; 1.2 Portfolio Optimization; 1.3 Asset-liability Models; 1.4 Yield Curves; 1.5 Credit Scorecards; Bibliography; 2. Anti-stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix S. N. Kabadi and A. P. Punnen; Abstract; 2.1 Introduction; 2.2 Pivot Selection Rule; Bibliography; 3. A New Practically E cient Interior Point Method for Convex Quadratic Programming K. G. Murty; Abstract; 3.1 Introduction; 3.2 The Centering Strategy
3.3 Descent Step Using a Descent Direction 3.4 Descent Step Using the Touching Constraints; 3.5 The Algorithm; 3.6 Convergence Results; 3.7 The Case When the Matrix D is Not Positive Definite; Bibliography; 4. A General Framework for the Analysis of Sets of Constraints R. Caron and T. Traynor; Abstract; 4.1 Introduction; 4.2 The Set Covering Formulation; 4.3 Random Sampling; Acknowledgement; Bibliography; 5. Tolerance-based Algorithms for the Traveling Salesman Problem D. Ghosh, B. Goldengorin, G. Gutin and G. Jager; Abstract; 5.1 Introduction; 5.2 Some Relevant Concepts
5.2.1 The Relaxed Assignment Problem 5.2.2 Determining Tolerances for AP and RAP; 5.2.3 The Contraction Procedure and a Greedy Algorithm; 5.3 Tolerance-based Greedy Algorithms; 5.4 Computational Experience; 5.5 Summary and Future Research Directions; Bibliography; 6. On the Membership Problem of the Pedigree Polytope T. S. Arthanari; Abstract; 6.1 Introduction; 6.1.1 Computational Complexity, Polytopes and Efficiency; 6.2 Preliminaries & Notations; 6.2.1 Rigid, Dummy arcs in a Capacited Transportation Problem; 6.2.2 Definition of the Pedigree Polytope
6.2.3 Multistage Insertion and Related Results 6.3 Polytopes and Efficiency; 6.3.0.1 Problems Related to Polytopes; 6.3.1 Properties of the Polytope, conv(An); 6.4 Construction of the Layered Network N; 6.5 Necessity of Fk Feasibility for Membership; 6.6 Pedigree Packability; 6.7 A Multicommodity Flow Problem to Check Member- ship; 6.8 Computational Complexity of Checking the Necessary Condition; 6.9 Concluding Remarks; Acknowledgements; Bibliography; 7. Exact Algorithms for a One-defective Vertex Colouring Problem N. Achuthan, N. R. Achuthan and R. Collinson; Abstract; 7.1 Introduction
7.2 Sequential Colouring Heuristics for k-DVCP7.3 Implicit Enumeration Algorithms for 1-DVCP ; 7.4 Computational Performance of the Algorithms; Acknowledgement; Bibliography; 8. Complementarity Problem involving a Vertical Block Matrix and its Solution using Neural Network Model S. K. Neogy, A. K. Das and P. Das; Abstract; 8.1 Introduction; 8.2 Preliminaries; 8.3 Main Results; 8.4 Computing VLCP Solution Using the Neural Network Dynamics; 8.4.1 Proposed Neural Network Dynamics; 8.5 Simulation Results; Bibliography
9. Fuzzy Twin Support Vector Machines for Pattern Classification R. Khemchandani, Jayadeva and S. Chandra
Record Nr. UNINA-9910782268903321
Singapore ; ; Hackensack, NJ, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mathematical programming and game theory for decision making / / editors, S.K. Neogy ... [et al.]
Mathematical programming and game theory for decision making / / editors, S.K. Neogy ... [et al.]
Edizione [1st ed.]
Pubbl/distr/stampa Singapore ; ; Hackensack, NJ, : World Scientific, c2008
Descrizione fisica 1 online resource (500 p.)
Disciplina 519.7
Altri autori (Persone) NeogyS. K
Collana Statistical science and interdisciplinary research
Soggetto topico Programming (Mathematics)
Game theory
Decision making - Mathematical models
ISBN 1-281-96096-9
9786611960964
981-281-322-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Foreword; Preface; Acknowledgments; 1. Mathematical Programming and its Applications in Finance L. C. Thomas; Abstract; 1.1 Introduction; 1.2 Portfolio Optimization; 1.3 Asset-liability Models; 1.4 Yield Curves; 1.5 Credit Scorecards; Bibliography; 2. Anti-stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix S. N. Kabadi and A. P. Punnen; Abstract; 2.1 Introduction; 2.2 Pivot Selection Rule; Bibliography; 3. A New Practically E cient Interior Point Method for Convex Quadratic Programming K. G. Murty; Abstract; 3.1 Introduction; 3.2 The Centering Strategy
3.3 Descent Step Using a Descent Direction 3.4 Descent Step Using the Touching Constraints; 3.5 The Algorithm; 3.6 Convergence Results; 3.7 The Case When the Matrix D is Not Positive Definite; Bibliography; 4. A General Framework for the Analysis of Sets of Constraints R. Caron and T. Traynor; Abstract; 4.1 Introduction; 4.2 The Set Covering Formulation; 4.3 Random Sampling; Acknowledgement; Bibliography; 5. Tolerance-based Algorithms for the Traveling Salesman Problem D. Ghosh, B. Goldengorin, G. Gutin and G. Jager; Abstract; 5.1 Introduction; 5.2 Some Relevant Concepts
5.2.1 The Relaxed Assignment Problem 5.2.2 Determining Tolerances for AP and RAP; 5.2.3 The Contraction Procedure and a Greedy Algorithm; 5.3 Tolerance-based Greedy Algorithms; 5.4 Computational Experience; 5.5 Summary and Future Research Directions; Bibliography; 6. On the Membership Problem of the Pedigree Polytope T. S. Arthanari; Abstract; 6.1 Introduction; 6.1.1 Computational Complexity, Polytopes and Efficiency; 6.2 Preliminaries & Notations; 6.2.1 Rigid, Dummy arcs in a Capacited Transportation Problem; 6.2.2 Definition of the Pedigree Polytope
6.2.3 Multistage Insertion and Related Results 6.3 Polytopes and Efficiency; 6.3.0.1 Problems Related to Polytopes; 6.3.1 Properties of the Polytope, conv(An); 6.4 Construction of the Layered Network N; 6.5 Necessity of Fk Feasibility for Membership; 6.6 Pedigree Packability; 6.7 A Multicommodity Flow Problem to Check Member- ship; 6.8 Computational Complexity of Checking the Necessary Condition; 6.9 Concluding Remarks; Acknowledgements; Bibliography; 7. Exact Algorithms for a One-defective Vertex Colouring Problem N. Achuthan, N. R. Achuthan and R. Collinson; Abstract; 7.1 Introduction
7.2 Sequential Colouring Heuristics for k-DVCP7.3 Implicit Enumeration Algorithms for 1-DVCP ; 7.4 Computational Performance of the Algorithms; Acknowledgement; Bibliography; 8. Complementarity Problem involving a Vertical Block Matrix and its Solution using Neural Network Model S. K. Neogy, A. K. Das and P. Das; Abstract; 8.1 Introduction; 8.2 Preliminaries; 8.3 Main Results; 8.4 Computing VLCP Solution Using the Neural Network Dynamics; 8.4.1 Proposed Neural Network Dynamics; 8.5 Simulation Results; Bibliography
9. Fuzzy Twin Support Vector Machines for Pattern Classification R. Khemchandani, Jayadeva and S. Chandra
Record Nr. UNINA-9910814707403321
Singapore ; ; Hackensack, NJ, : World Scientific, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling, computation and optimization [[electronic resource] /] / editors, S.K. Neogy, A.K. Das, R.B. Bapat
Modeling, computation and optimization [[electronic resource] /] / editors, S.K. Neogy, A.K. Das, R.B. Bapat
Pubbl/distr/stampa Singapore ; ; Hackensack, NJ, : World Scientific, c2009
Descrizione fisica 1 online resource (348 p.)
Disciplina 511/.8
Altri autori (Persone) NeogyS. K
DasA. K (Arup Kumar)
BapatR. B
Collana Statistical science and interdisciplinary research
Soggetto topico Mathematical models
Numerical analysis
Mathematical optimization
Decision making - Mathematical models
Soggetto genere / forma Electronic books.
ISBN 1-282-44267-8
9786612442674
981-4273-51-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Foreword; Preface; Acknowledgments; Contents; 1. Modeling a Jamming Game for Wireless Networks Andrey Garnaev; 2. Existence of Nash Networks in the One-way Flow Model of Network Formation J. Derks, J. Kuipers, M. Tennekes and F. Thuijsman; 3. Strategic Advertisement with Externalities: A New Dynamic Approach Reinoud Joosten; 4. Connections between Some Concepts in Reliability and Economics Subhash Kochar and Maochao Xu; 5. A New Axiomatization of the Shapley Value for TUgames in terms of Semi-null Players Applied to 1-concave Games Theo S.H. Driessen
6. Coextrema Additive Operators Atsushi Kajii, Hiroyuki Kojima and Takashi Ui7. Models without Main Players T. S. Arthanari; 8. Dynamic Optimal Advertising Expenditure Strategies for Two Successive Generations of High Technology Products Udayan Chanda and A. K. Bardhan; 9. Nonconvex Vector Minimization with Set Inclusion Constraint Anjana Gupta, Aparna Mehra and Davinder Bhatia; 10. Approximate Optimality in Semi Infinite Programming Deepali Gupta and Aparna Mehra
11. A Relaxation Based Solution Approach for the Inventory Control and Vehicle Routing Problem in Vendor Managed Systems Oguz Solyali and Haldun Sural12. The Distribution of Deficit at Ruin on a Renewal Risk Model K. K. Thampi and M. J. Jacob; 13. Fair Allocations to Discourage Free Riding Behavior Kim Hang Pham Do and Henk Folmer; 14. A Stackelberg Di erential Game with Overlapping Generations for the Management of a Renewable Resource Luca Grilli; 15. Benders' Partitioning Approach for Solving the Optimal Communication Spanning Tree Problem Yogesh K. Agarwal and Prabha Sharma
16. Sperner's Lemma with Multiple Labels R. B. Bapat17. Incremental Twin Support Vector Machines Reshma Khemchandani, Jayadeva and Suresh Chandra; 18. Portfolio Risk Management Using Support Vector Machine Sanjeet Singh; 19. Weak Convergence of an Iterative Scheme with aWeaker Coe cient Condition Yasunori Kimura; 20. Complementarity Modeling and Game Theory: A Survey S. K. Neogy and A. K. Das
Record Nr. UNINA-9910456872903321
Singapore ; ; Hackensack, NJ, : World Scientific, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling, computation and optimization [[electronic resource] /] / editors, S.K. Neogy, A.K. Das, R.B. Bapat
Modeling, computation and optimization [[electronic resource] /] / editors, S.K. Neogy, A.K. Das, R.B. Bapat
Pubbl/distr/stampa Singapore ; ; Hackensack, NJ, : World Scientific, c2009
Descrizione fisica 1 online resource (348 p.)
Disciplina 511/.8
Altri autori (Persone) NeogyS. K
DasA. K (Arup Kumar)
BapatR. B
Collana Statistical science and interdisciplinary research
Soggetto topico Mathematical models
Numerical analysis
Mathematical optimization
Decision making - Mathematical models
ISBN 1-282-44267-8
9786612442674
981-4273-51-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Foreword; Preface; Acknowledgments; Contents; 1. Modeling a Jamming Game for Wireless Networks Andrey Garnaev; 2. Existence of Nash Networks in the One-way Flow Model of Network Formation J. Derks, J. Kuipers, M. Tennekes and F. Thuijsman; 3. Strategic Advertisement with Externalities: A New Dynamic Approach Reinoud Joosten; 4. Connections between Some Concepts in Reliability and Economics Subhash Kochar and Maochao Xu; 5. A New Axiomatization of the Shapley Value for TUgames in terms of Semi-null Players Applied to 1-concave Games Theo S.H. Driessen
6. Coextrema Additive Operators Atsushi Kajii, Hiroyuki Kojima and Takashi Ui7. Models without Main Players T. S. Arthanari; 8. Dynamic Optimal Advertising Expenditure Strategies for Two Successive Generations of High Technology Products Udayan Chanda and A. K. Bardhan; 9. Nonconvex Vector Minimization with Set Inclusion Constraint Anjana Gupta, Aparna Mehra and Davinder Bhatia; 10. Approximate Optimality in Semi Infinite Programming Deepali Gupta and Aparna Mehra
11. A Relaxation Based Solution Approach for the Inventory Control and Vehicle Routing Problem in Vendor Managed Systems Oguz Solyali and Haldun Sural12. The Distribution of Deficit at Ruin on a Renewal Risk Model K. K. Thampi and M. J. Jacob; 13. Fair Allocations to Discourage Free Riding Behavior Kim Hang Pham Do and Henk Folmer; 14. A Stackelberg Di erential Game with Overlapping Generations for the Management of a Renewable Resource Luca Grilli; 15. Benders' Partitioning Approach for Solving the Optimal Communication Spanning Tree Problem Yogesh K. Agarwal and Prabha Sharma
16. Sperner's Lemma with Multiple Labels R. B. Bapat17. Incremental Twin Support Vector Machines Reshma Khemchandani, Jayadeva and Suresh Chandra; 18. Portfolio Risk Management Using Support Vector Machine Sanjeet Singh; 19. Weak Convergence of an Iterative Scheme with aWeaker Coe cient Condition Yasunori Kimura; 20. Complementarity Modeling and Game Theory: A Survey S. K. Neogy and A. K. Das
Record Nr. UNINA-9910780802803321
Singapore ; ; Hackensack, NJ, : World Scientific, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modeling, computation and optimization / / editors, S.K. Neogy, A.K. Das, R.B. Bapat
Modeling, computation and optimization / / editors, S.K. Neogy, A.K. Das, R.B. Bapat
Edizione [1st ed.]
Pubbl/distr/stampa Singapore ; ; Hackensack, NJ, : World Scientific, c2009
Descrizione fisica 1 online resource (348 p.)
Disciplina 511/.8
Altri autori (Persone) NeogyS. K
DasA. K (Arup Kumar)
BapatR. B
Collana Statistical science and interdisciplinary research
Soggetto topico Mathematical models
Numerical analysis
Mathematical optimization
Decision making - Mathematical models
ISBN 1-282-44267-8
9786612442674
981-4273-51-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Foreword; Preface; Acknowledgments; Contents; 1. Modeling a Jamming Game for Wireless Networks Andrey Garnaev; 2. Existence of Nash Networks in the One-way Flow Model of Network Formation J. Derks, J. Kuipers, M. Tennekes and F. Thuijsman; 3. Strategic Advertisement with Externalities: A New Dynamic Approach Reinoud Joosten; 4. Connections between Some Concepts in Reliability and Economics Subhash Kochar and Maochao Xu; 5. A New Axiomatization of the Shapley Value for TUgames in terms of Semi-null Players Applied to 1-concave Games Theo S.H. Driessen
6. Coextrema Additive Operators Atsushi Kajii, Hiroyuki Kojima and Takashi Ui7. Models without Main Players T. S. Arthanari; 8. Dynamic Optimal Advertising Expenditure Strategies for Two Successive Generations of High Technology Products Udayan Chanda and A. K. Bardhan; 9. Nonconvex Vector Minimization with Set Inclusion Constraint Anjana Gupta, Aparna Mehra and Davinder Bhatia; 10. Approximate Optimality in Semi Infinite Programming Deepali Gupta and Aparna Mehra
11. A Relaxation Based Solution Approach for the Inventory Control and Vehicle Routing Problem in Vendor Managed Systems Oguz Solyali and Haldun Sural12. The Distribution of Deficit at Ruin on a Renewal Risk Model K. K. Thampi and M. J. Jacob; 13. Fair Allocations to Discourage Free Riding Behavior Kim Hang Pham Do and Henk Folmer; 14. A Stackelberg Di erential Game with Overlapping Generations for the Management of a Renewable Resource Luca Grilli; 15. Benders' Partitioning Approach for Solving the Optimal Communication Spanning Tree Problem Yogesh K. Agarwal and Prabha Sharma
16. Sperner's Lemma with Multiple Labels R. B. Bapat17. Incremental Twin Support Vector Machines Reshma Khemchandani, Jayadeva and Suresh Chandra; 18. Portfolio Risk Management Using Support Vector Machine Sanjeet Singh; 19. Weak Convergence of an Iterative Scheme with aWeaker Coe cient Condition Yasunori Kimura; 20. Complementarity Modeling and Game Theory: A Survey S. K. Neogy and A. K. Das
Record Nr. UNINA-9910826426303321
Singapore ; ; Hackensack, NJ, : World Scientific, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui