Springer Series in Operations Research and Financial Engineering – serie

Risk and Portfolio Analysis

Principles and Methods

Risk and Portfolio Analysis

Principles and Methods

Linear and Integer Programming vs Linear Integration and Counting

A Duality Viewpoint

Analysis and Algorithms for Service Parts Supply Chains

Extreme Value Theory

An Introduction

Heavy-Tail Phenomena

Probabilistic and Statistical Modeling

Principles of Inventory Management

When You Are Down to Four, Order More

Cooperative Stochastic Differential Games

Production Planning by Mixed Integer Programming

Numerical Optimization

Extreme Values, Regular Variation and Point Processes

Semismooth and Smoothing Newton Methods

Stopped Random Walks

Limit Theorems and Applications

Monte Carlo

Concepts, Algorithms, and Applications

Facility Location

A Survey of Applications and Methods

Decision Aids for Selection Problems

Performance Analysis of Manufacturing Systems

Linear Programming 1

Introduction

Discrete-Event Simulation

Modeling, Programming, and Analysis

Stochastic-Process Limits

An Introduction to Stochastic-Process Limits and Their Application to Queues

Stochastic Petri Nets

Modelling, Stability, Simulation

Dynamic Control of Quality in Production-Inventory Systems

Coordination and Optimization

Single-Facility Location Problems with Barriers

Finite-Dimensional Variational Inequalities and Complementarity Problems

Finite-Dimensional Variational Inequalities and Complementarity Problems

Linear Programming 2

Theory and Extensions

Perturbation Analysis of Optimization Problems

Heavy-Tailed Time Series

Linear and Integer Programming vs Linear Integration and Counting

A Duality Viewpoint