Operations Research Computing And Homeland Defense

Operations Research, Computing, and Homeland Defense

This book is published in conjunction with the 12th Computing Society Conference, held January 9, 2011, in Monterey, California. The themes of the conference and this book are operations research, computing, and homeland defense. The papers cover topics on the theory of computing, mathematical programming, game theory, statistics and more; over half have applications to homeland defense.

Operations Research, Computing, and Homeland Defense

Stochastic Programming

This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.