1st Edition
Modern Optimization Methods for Decision Making Under Risk and Uncertainty
Preface
Optimization of Complex Simulation Models with Stochastic Gradient Methods
Alexei A. Gaivoronski and Yury Ermoliev
Linking Catastrophe Modeling and Stochastic Optimization techniques for Integrated Catastrophe Risk Analysis and Management
Tatiana Ermolieva, Yuri M. Ermoliev, Nadejda Komendantova, Vladimir I. Norkin, Pavel S. Knopov, and Vasyl M. Gorbachuk
Authentication for Coalition Groups
Anatoly Anisimov, and Andrey Novokshonov
Robust Constructions of Risk Measures for Optimization under Uncertainty
Kirilyuk V.S.
On Minimum Length Confidence Intervals
Pavlo S. Knopov, and Arnold S. Korkhin
The independence number of the generalized wheel graphs Wp2k+1
Oksana S. Pichugina, Dumitru I. Solomon and Petro I. Stetsyuk
Approximations for Estimating Some Options Using the Inverse of the Laplace Transform
Robert Mnatsakanov, and Omar Purtukhia
A Nash Equilibrium based Model of Agents Coordination through Revenue Sharing and Applications to Telecommunications
P. Pisciella, and Al. Gaivoronski
Nash Equilibrium and its Modern Applications
Vasyl Gorbachuk, and Maxym Dunaievskyi
On the Vector Optimal Control of Risk Processes
Bogdan V. Norkin, Vladimir I. Norkin, and Roman V. Sukach
The Type-Variety Principle in Ensuring the Reliability, Safety and Resilience of Critical Infrastructures
Volodymyr Zaslavskyi and Oleh Horbunov
Informational Extended Games and Decision-Making Processes at Risk and Uncertainty
Hâncu Boris
Energy Production and Storage Investments and Operation Planning Involving Variable Renewable Energy Sources: A Two-Stage Stochastic Optimization Model with Rolling Time Horizon and Random Stopping Time
Yuri Ermoliev, Nadejda Komendantova, and Tatiana Ermolieva
How the Market Power of Electricity Suppliers and a Carbon Price Together Affect the Restructured Electricity Markets
Zhonghua Su, and Alexei A. Gaivoronskia
Safety of Water Resources of River Basin
Didmanidze Ibraim, Megrelishvili Zurab, and Zaslavskiy Vladimir
Optimization problems for retrial queues with unreliable server
E.A. Lebedev, and M.M. Sharapov
Biography
Alexei A. Gaivoronski obtained Master and PhD degrees in operations research from Moscow University of Physics and Technology (1977 and 1980). His research interests are optimization under uncertainty, risk management, information economics with applications to finance, energy, telecommunications where he published more than 80 research papers. He is Professor of industrial economics and operations research in Norwegian University of Science and Technology. Previously he worked in academia and industry in Ukraine, Austria, France and Italy.
Pavel S. Knopov is the Head of Department, Mathematical Methods of Operation Research at the V.M. Glushkov Institute of Cybernetics National Academy of Science of Ukraine and Professor of National Taras Shevchenko University, Kiev, Ukraine. His research interest are stochastic optimization problems, problems of estimation of random processes and fields, control of random processes and field(s), Risk theory. He has supervised Master and PhD students and been a leader of several international projects.
Volodymyr A. Zaslavskyi is a Doctor of Sciences (Technologies), Professor of Department of Mathematical Informatics, Faculty of Computer Science and Cybernetics, Taras Shevchenko National University of Kyiv. His research interest includes risk analyses and optimization, systems analyses and type-variety principle applications, optimal redundancy and life cycle of critical systems. Guarantee of MAP "Business Informatics", He has supervisor of Master and PhD students, and been Leader of several international projects.
