Uncertainty Quantification and Stochastic Modelling with EXCEL

1. Auflage 2022
ISBN: 978-3-030-77756-2
Verlag: Springer International Publishing

Buch, Englisch, 531 Seiten, Format (B × H): 183 mm x 260 mm, Gewicht: 1208 g

Reihe: Springer Texts in Business and Economics

This book presents techniques for determining uncertainties in numerical solutions with applications in the fields of business administration, civil engineering, and economics, using Excel as a computational tool. Also included are solutions to uncertainty problems involving stochastic methods. The list of topics specially covered in this volume includes linear and nonlinear programming, Lagrange multipliers (for sensitivity), multi objective optimization, and Game Theory, as well as linear algebraic equations, and probability and statistics. The book also provides a selection of numerical methods developed for Excel, in order to enhance readers’ understanding. As such, it offers a valuable guide for all graduate and undergraduate students in the fields of economics, business administration, civil engineering, and others that rely on Excel as a research tool.

Zielgruppe

Graduate

Autoren/Hrsg.

Souza De Cursi, Eduardo

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Optimierung
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung
• Mathematik | Informatik Mathematik Operations Research Spieltheorie

Inhaltsverzeichnis

Chapter 1: Some tips to use EXCEL.- Chapter 2: Some useful Numerical Methods.- Chapter 3: Probabilities with EXCEL.- Chapter 4: Stochastic Processes.- Chapter 5: Representation of Random Variables.- Chapter 6: Uncertain Algebraic Equations.- Chapter 7: Random Differential Equations.- Chapter 8: UQ in Game Theory.- Chapter 9: Optimization under uncertainty.- Chapter 10: Reliability.- Bibliography.- Index.

Über Autor(innen)

Eduardo Souza De Cursi is a professor at the National Institute for Applied Sciences (INSA) in Rouen, France, where he serves as Dean of International Affairs and Director of the Laboratory of Mechanics of Normandy. He is also the Editor-in-Chief of "Computational and Applied Mathematics", a journal of the Brazilian Society of Computational and Applied Mathematics that is published with Springer. Prof. De Cursi holds a PhD in Sciences/Mathematics from the Université des Sciences et Techniques Du Languedoc, USTL, France, and has over 35 years’ experience in research, teaching and technology transfer.