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Mass Transportation Problems

Mass Transportation Problems

von Ludger Rüschendorf und Svetlozar T. Rachev
Softcover - 9781475780871
192,59 €
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Beschreibung

This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems, and their various extensions. They discuss a variety of different approaches towards solutions of these problems and exploit the rich interrelations to several mathematical sciences--from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications to the mass transportation and mass transshipment problems to topics in applied probability, theory of moments and distributions with given marginals, queucing theory, risk theory of probability metrics and its applications to various fields, amoung them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations, stochastic algorithms and rounding problems. The book will be useful to graduate students and researchers in the fields of theoretical and applied probabilitry, operations research, computer science, and mathematical economics. The prerequisites for this book are graduate level probability theory and real and functional analysis.

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Details

Verlag Springer US
Ersterscheinung 17. August 2013
Maße 23.5 cm x 15.5 cm
Gewicht 692 Gramm
Format Softcover
ISBN-13 9781475780871
Auflage Softcover reprint of the original 1st ed. 1998
Seiten 430

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