Series: Springer Series in Operations Research and Financial Engineering

Stochastic Models with Power-Law Tails

Winning at Litigation through Decision Analysis

Extreme Value Theory for Time Series

Newton-Type Methods for Optimization and Variational Problems

Linear and Integer Programming vs Linear Integration and Counting

Stochastic Models with Power-Law Tails

Extreme Value Theory

Fundamentals of Convex Analysis and Optimization

Extreme Values In Random Sequences

Global Optimization

Principles of Inventory Management

Kronecker Modeling and Analysis of Multidimensional Markovian Systems

Derivative-Free and Blackbox Optimization

Second-Order Variational Analysis in Optimization, Variational Stability, and Control

Stochastic Processes and Long Range Dependence

Scheduling of Power Generation

Mathematical Risk Analysis

Risk-Averse Optimization and Control

Multistage Stochastic Optimization

Derivative-Free and Blackbox Optimization

Convex Analysis and Beyond

Numerical Optimization

Principles of Supply Chain Management and Their Implications

Fundamentals of Convex Analysis and Optimization

Many Agent Games in Socio-economic Systems

Introduction to Stochastic Programming

The Logic of Logistics

Markov Chains

An Introduction to Heavy-Tailed and Subexponential Distributions

Maximum-Entropy Sampling

Univariate Stable Distributions

Multivariate Extreme Value Theory and D-Norms

Principles of Inventory Management

Winning at Litigation through Decision Analysis

Qplex

Implicit Functions and Solution Mappings

Numerical Optimization

An Optimization Primer

Many Agent Games in Socio-economic Systems

Heavy-Tailed Time Series

Modeling with Stochastic Programming

Maximum-Entropy Sampling

Univariate Stable Distributions

An Optimization Primer

Convex Analysis and Beyond