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000 nam5i
001 2210080935560
003 DE-He213
005 20250321105612
007 cr nn 008mamaa
008 241220s2024 sz | s |||| 0|eng d
020 a97830317411979978-3-031-74119-7
024 a10.1007/978-3-031-74119-72doi
040 a221008
050 aT57.6-.97
072 aKJT2bicssc
072 aKJMD2bicssc
072 aBUS0490002bisacsh
072 aKJT2thema
072 aKJMD2thema
082 a658.403223
100 aTsekrekos, Andrianos E.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut
245 00 aVariational Inequalities in Management Science and Financeh[electronic resource] :bModelling, Analysis, Numerics and Applications /cby Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos.
250 a1st ed. 2024.
264 aCham :bSpringer Nature Switzerland :bImprint: Springer,c2024.
300 aXIII, 179 p. 6 illus., 4 illus. in color.bonline resource.
336 atextbtxt2rdacontent
337 acomputerbc2rdamedia
338 aonline resourcebcr2rdacarrier
347 atext filebPDF2rda
490 aEURO Advanced Tutorials on Operational Research,x2364-6888
505 aModelling -- Analysis -- Numerics -- Applications.
520 aThis book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature. Building on fundamental examples of concrete applications drawn from management science and finance, the book gradually develops the connection between optimal stopping problems and variational inequalities. It provides precise results on their derivation, solution properties, and their use to derive optimal policies in general frameworks of stochastic factors driving the state processes. Emphasis is also placed on the numerical treatment and approximation of VIs. All technical results are illustrated in detail for the characteristic problems presented at the beginning as motivating examples. It also offers a brief introduction to more advanced topics, including VIs for multi-scale problems and VIs related to optimal stopping problems under model uncertainty. This book will be of interest to graduate students and researchers who wish for a quick, yet thorough introduction to the field. Practitioners who want to familiarise themselves with applications of VIs in management science and finance will also find this book useful.
650 aOperations research.
650 aManagement science.
650 aSocial sciencesxMathematics.
650 aMathematical optimization.
650 aStochastic processes.
650 aOperations Research and Decision Theory.
650 aOperations Research, Management Science.
650 aMathematics in Business, Economics and Finance.
650 aOptimization.
650 aStochastic Processes.
700 1 aYannacopoulos, Athanasios N.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut
710 aSpringerLink (Online service)
773 tSpringer Nature eBook
776 iPrinted edition:z9783031741180
776 iPrinted edition:z9783031741203
776 iPrinted edition:z9783031741210
830 aEURO Advanced Tutorials on Operational Research,x2364-6888
856 uhttps://doi.org/10.1007/978-3-031-74119-7
912 aZDB-2-BUM
912 aZDB-2-SXBM
950 aBusiness and Management (SpringerNature-41169)
950 aBusiness and Management (R0) (SpringerNature-43719)
Variational Inequalities in Management Science and Finance[electronic resource] :Modelling, Analysis, Numerics and Applications /by Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos
종류
전자책
서명
Variational Inequalities in Management Science and Finance[electronic resource] :Modelling, Analysis, Numerics and Applications /by Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos
판 사항
1st ed. 2024.
형태사항
XIII, 179 p 6 illus, 4 illus in color online resource.
주기사항
This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature. Building on fundamental examples of concrete applications drawn from management science and finance, the book gradually develops the connection between optimal stopping problems and variational inequalities. It provides precise results on their derivation, solution properties, and their use to derive optimal policies in general frameworks of stochastic factors driving the state processes. Emphasis is also placed on the numerical treatment and approximation of VIs. All technical results are illustrated in detail for the characteristic problems presented at the beginning as motivating examples. It also offers a brief introduction to more advanced topics, including VIs for multi-scale problems and VIs related to optimal stopping problems under model uncertainty. This book will be of interest to graduate students and researchers who wish for a quick, yet thorough introduction to the field. Practitioners who want to familiarise themselves with applications of VIs in management science and finance will also find this book useful.
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