About this book series
The Springer Series in Operations Research and Financial Engineering
publishes monographs and textbooks on important topics in theory and practice
of Operations Research, Management Science, and Financial Engineering. The
Series is distinguished by high standards in content and exposition, and
special attention to timely or emerging practice in industry, business, and
government. Subject areas include:
Linear, integer and non-linear programming including applications; dynamic programming and stochastic control; interior point methods; multi-objective optimization; Supply chain management, including inventory control, logistics, planning and scheduling; Game theory Risk management and risk analysis, including actuarial science and insurance mathematics; Queuing models, point processes, extreme value theory, and heavy-tailed phenomena; Networked systems, including telecommunication, transportation, and many others; Quantitative finance: portfolio modeling, options, and derivative securities; Revenue management and quantitative marketing Innovative statistical applications such as detection and inference in very large and/or high dimensional data streams; Computational economics
- Electronic ISSN
- 2197-1773
- Print ISSN
- 1431-8598
- Series Editor
-
- Thomas V. Mikosch,
- Sidney Resnick,
- Bert Zwart,
- Ton Dieker,
- George Lan
Book titles in this series
Abstracted and indexed in
-
- Norwegian Register for Scientific Journals and Series
- SCOPUS
- zbMATH