
Mass Transportation Problems
Applications
Springer (Publisher)
Published on 17. August 2013
Book
Paperback/Softback
XXVI, 430 pages
978-1-4757-8087-1 (ISBN)
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 probabilitry, operations research, computer science, and mathematical economics. The prerequisites for this book are graduate level probability theory and real and functional analysis.
More details
Series
Edition
Softcover reprint of the original 1st ed. 1998
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Research
Illustrations
XXVI, 430 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 25 mm
Weight
692 gr
ISBN-13
978-1-4757-8087-1 (9781475780871)
DOI
10.1007/b98894
Schweitzer Classification
Other editions
Additional editions

E-Book
05/2006
Springer
€181.89
Available for download

Book
03/1998
Springer
€192.59
Shipment within 5-7 days
Persons
Svetlozar T. Rachev is a Professorin Department of Applied Mathematics and Statistics, SUNY-Stony Brook. Lev B. Klebanov is a Professor in the Department of Probability and Mathematical Statistics, MFF, Charles University, Prague, Czech Republic. Stoyan V. Stoyanov is a Professor of Finance, EDHEC Business School, Head of Research, EDHEC-Risk Institute. Frank J. Fabozzi is a Professor of Finance, EDHEC Business School
Content
Modifications of the Monge-Kantorovich Problems: Transportation Problems with Relaxed or Additional Constraints.- Application of Kantorovich-Type Metrics to Various Probabilistic-Type Limit Theorems.- Mass Transportation Problems and Recursive Stochastic Equations.- Stochastic Differential Equations and Empirical Measures.