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Control theory --- Mathematical optimization --- Mathematical control systems --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Dynamics --- Machine theory

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Point-to-point vs. hub-and-spoke. Questions of network design are real and involve many billions of dollars. Yet little is known about optimising design - nearly all work concerns optimising flow assuming a given design. This foundational book, first published in 2007, tackles optimisation of network structure itself, deriving comprehensible and realistic design principles. With fixed material cost rates, a natural class of models implies the optimality of direct source-destination connections, but considerations of variable load and environmental intrusion then enforce trunking in the optimal design, producing an arterial or hierarchical net. Its determination requires a continuum formulation, which can however be simplified once a discrete structure begins to emerge. Connections are made with the masterly work of Bendsøe and Sigmund on optimal mechanical structures and also with neural, processing and communication networks, including those of the Internet and the World Wide Web. Technical appendices are provided on random graphs and polymer models and on the Klimov index.

Mathematical optimization --- System analysis --- Optimisation mathématique --- Analyse de systèmes --- Mathematical optimization. --- System analysis. --- Optimisation mathématique --- Analyse de systèmes --- Network analysis --- Network science --- Network theory --- Systems analysis --- System theory --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods

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Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to explaining how recent advances in optimization models, methods and software can be applied to solve problems in computational finance more efficiently and accurately. Chapters discussing the theory and efficient solution methods for all major classes of optimization problems alternate with chapters illustrating their use in modeling problems of mathematical finance. The reader is guided through topics such as volatility estimation, portfolio optimization problems and constructing an index fund, using techniques such as nonlinear optimization models, quadratic programming formulations and integer programming models respectively. The book is based on Master's courses in financial engineering and comes with worked examples, exercises and case studies. It will be welcomed by applied mathematicians, operational researchers and others who work in mathematical and computational finance and who are seeking a text for self-learning or for use with courses.

Corporate finance --- Operational research. Game theory --- -Mathematical optimization --- Finance --- Mathematical optimization --- lineaire algebra --- lineaire programmering --- mathematische modellen, toegepast op economie --- stochastische processen --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Mathematical models --- Mathematical optimization. --- Finances --- Optimisation mathématique --- Mathematical models. --- Modèles mathématiques --- Finance - Mathematical models --- Mathematical Sciences --- General and Others

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The research of Antanas Žilinskas has focused on developing models for global optimization, implementing and investigating the corresponding algorithms, and applying those algorithms to practical problems. This volume, dedicated to Professor Žilinskas on the occasion of his 60th birthday, contains new survey papers in which leading researchers from the field present various models and algorithms for solving global optimization problems. Audience This book is intended for scientists and graduate students in computer science and applied mathematics who are interested in optimization algorithms and numerical analysis.

Mathematical optimization. --- Stochastic processes. --- Zhilinskas, A. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Random processes --- Probabilities --- Žilinskas, Antanas --- Žilinskas, A. --- Zhilinskas, Antanas --- Computer science --- Optimization. --- Operations Research, Management Science. --- Computational Mathematics and Numerical Analysis. --- Mathematics. --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Mathematics --- Operations research. --- Management science. --- Computer mathematics. --- Quantitative business analysis --- Management --- Problem solving --- Statistical decision --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory

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Various applications of equimeasurable function rearrangements to the ''best constant"-type problems are considered in this volume. Several classical theorems are presented along with some very recent results. In particular, the text includes a product-space extension of the Rising Sun lemma, a product-space version of the John-Nirenberg inequality for bounded mean oscillation (BMO) functions with sharp exponent, a refinement of the Gurov-Reshetnyak lemma, sharp embedding theorems for Muckenhoupt, Gurov-Reshetnyak, reverse Hölder, and Gehring classes, etc. This volume is interesting for graduate students and mathematicians involved with these topics. .

Maximal functions. --- Fourier analysis. --- Spaces of measures. --- Analysis, Fourier --- Mathematical analysis --- Measures, Spaces of --- Function spaces --- Measure theory --- Topological spaces --- Fourier analysis --- Functions of several real variables --- Maxima and minima --- Global analysis (Mathematics). --- Functional analysis. --- Analysis. --- Fourier Analysis. --- Functional Analysis. --- Functional calculus --- Calculus of variations --- Functional equations --- Integral equations --- Analysis, Global (Mathematics) --- Differential topology --- Functions of complex variables --- Geometry, Algebraic --- Mathematical analysis. --- Analysis (Mathematics). --- 517.1 Mathematical analysis