Optimization and Control for Systems in the Big-Data Era Theory and Applications /

Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Choi, Tsan-Ming (Editor), Gao, Jianjun (Editor), Lambert, James H. (Editor), Ng, Chi-Kong (Editor), Wang, Jun (Editor)
Summary:X, 280 p. 34 illus., 30 illus. in color.
text
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:International Series in Operations Research & Management Science, 252
Subjects:
Online Access:https://doi.org/10.1007/978-3-319-53518-0
Format: Electronic Book
Table of Contents:
  • Preface
  • 1. Optimization and Control for Systems in the Big-Data Era: An Introduction
  • - Tsan-Ming Choi, Jianjun Gao, James H. Lambert, Chi-Kong Ng, Jun Wang
  • Part I: Reviews on Optimization and Control Theories
  • 2. Dual Control in Big Data Era: An Overview
  • - Peilin Fu
  • 3. Time Inconsistency and Self Control Optimization Problems: Progress and Challenges
  • - Yun Shi, Xiangyu Cui
  • 4. Quadratic Convex Reformulations for Integer and Mixed-Integer Quadratic Programs
  • - Baiyi Wu, Rujun Jiang
  • Part II: Reviews on Optimization and Control Applications
  • 5. Measurements of Financial Contagion: A Primary Review from the Perspective of Structural Break
  • - Xi Pei, Shushang Zhu
  • 6. Asset-Liability Management in Continuous-Time: Cointegration and Exponential Utility
  • - Mei-Choi Chiu
  • 7. A Review of Modern Cryptography: From the World War II Era to the Big-Data Era
  • - Bojun Lu
  • 8. Supply Risk in the New Business Era: Supply Chain Competition and Cooperation
  • - Xiang Li, Yongjian Li, Linghua Zhao
  • Part III: Financial Optimization Analysis
  • 9. A Parameterized Method for Optimal Multi-period Mean-Variance Portfolio Selection with Liability
  • - Xun Li, Zhongfei Li, Xianping Wu, Haixiang Yao
  • 10. Sparse and Multiple Risk Measures Approach for Data Driven Mean-CVaR Portfolio Optimization Model
  • - Jianjun Gao, Weiping Wu
  • 11. Multistage Optioned Portfolio Selection: Mean-Variance Model and Target Tracking Model
  • - Jianfeng Liang
  • 12. Multi-period portfolio selection with stochastic investment horizon
  • - Lan Yi<
  • Part IV: Operations Analysis
  • 13. A New Model and Method for Order Selection Problems in Flow-shop Production
  • - Jun Wang, Xiaoxiao Zhuang, Baiyi Wu
  • 14. Quick Response Fashion Supply Chains in the Big Data Era
  • - Tsan-Ming Choi
  • Part V: Concluding Remarks
  • 15. Optimization and Control for Systems in the Big-Data Era: Concluding Remarks
  • - Tsan-Ming Choi, Jianjun Gao, James H. Lambert, Chi-Kong Ng, Jun Wang .