Mass Transportation Problems : Volume I: Theory (Probability and its Applications)
Editorial Reviews
Book Description
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 probability, operations research, computer science, and mathematical economics. The prerequisites for this book are graduate level probability theory and real and functional analysis.
Book Info
Discusses a variety of different approaches toward solutions and exploits the rich interrelations to several mathematical sciences, from functional analysis to probability theory and mathematical economy. DLC: Transportation problems (Programming).
Mass Transportation Problems: Volume I: Theory (Probability and its Applications),Svetlozar T. Rachev,Ludger Ruschendorf,Springer,0387983503,Advanced,Analytic Mechanics (Mathematical Aspects),Applied,Linear Programming,Mathematics,Probability & Statistics - General,Science/Mathematics,Systems Analysis,Transportation problems (Progr,Transportation problems (Programming),Applied mathematics,Mathematics / Statistics,Probability & statistics,States of matter
Books Info:
Recommended Books