Ditemukan 3 dokumen yang sesuai dengan query
King, Alan J., author
While there are several texts on how to solve and analyze stochastic programs, this is the first text to address basic questions about how to model uncertainty, and how to reformulate a deterministic model so that it can be analyzed in a stochastic setting. This text would be suitable as...
New York: [, Springer], 2012
e20418916
eBooks Universitas Indonesia Library
Koller, Michael, author
The book provides a sound mathematical base for life insurance mathematics and applies the underlying concepts to concrete examples. Moreover the models presented make it possible to model life insurance policies by means of Markov chains. Two chapters covering ALM and abstract valuation concepts on the background of Solvency II...
Berlin: [Springer-Verlag, ], 2012
e20419585
eBooks Universitas Indonesia Library
Yang, Ta-Hui, author
This study addresses the hub network design problem considering demand uncertainty and hub congestion effects. The problem is formulated as a two-stage stochastic program with recourse model. The model provides a consistent set of hub locations, while adjusting network configuration in response to different demand realizations. A case study collected...
Taylor and Francis, 2016
658 JIPE 33:2 (2016)
Artikel Jurnal Universitas Indonesia Library
