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Choi, Tsan-Ming

Optimization and Control for Systems in the Big-Data Era

Choi, Tsan-Ming - Optimization and Control for Systems in the Big-Data Era, ebook

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ISBN: 9783319535180
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Table of contents

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. Modeling 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, Xiaoxia 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

Keywords: Business and Management, Operation Research/Decision Theory, Optimization, Information Systems Applications (incl. Internet)

Editor
 
 
 
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
International Series in Operations Research & Management Science
Category
Economy
Format
Ebook
eISBN (PDF)
9783319535180
Printed ISBN
978-3-319-53516-6

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