Mass transportation problems
By: Svetlozar T. Rachev, Ludger Rüschendorf.
Contributors: Rüschendorf, Ludger, 1948-
Series: Probability and its applications; Probability and its applications (Springer-Verlag)
Publisher: Springer
Published: 1998
Place of publication: New York
Language: eng
Number of pages: 508
Subjects: Transportation problems (Programming)
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.
Notes: Includes bibliographical references and indexes.
Table of contents: title: pt. 1. Theory; title: pt. 2. Applications.