Choi, Tsan-Ming
Optimization and Control for Systems in the Big-Data Era
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
Avainsanat: Business and Management, Operation Research/Decision Theory, Optimization, Information Systems Applications (incl. Internet)
- Toimittaja
- Choi, Tsan-Ming
- Gao, Jianjun
- Lambert, James H.
- Ng, Chi-Kong
- Wang, Jun
- Julkaisija
- Springer
- Julkaisuvuosi
- 2017
- Kieli
- en
- Painos
- 1
- Sarja
- International Series in Operations Research & Management Science
- Sivumäärä
- 10 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319535180
- Painetun ISBN
- 978-3-319-53516-6