{"id":75285,"date":"2005-01-07T00:00:00","date_gmt":"2005-01-07T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/algoritmos-de-descomposicion-para-modelos-estocasticos-multietapa-mixtos-0-1\/"},"modified":"2005-01-07T00:00:00","modified_gmt":"2005-01-07T00:00:00","slug":"algoritmos-de-descomposicion-para-modelos-estocasticos-multietapa-mixtos-0-1","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/algoritmos-de-descomposicion-para-modelos-estocasticos-multietapa-mixtos-0-1\/","title":{"rendered":"Algoritmos de descomposici\u00f3n para modelos estoc\u00e1sticos multietapa mixtos 0-1"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Mar\u00eda Merino Maestre <\/strong><\/h2>\n<p>En el trabajo se desarrollan los siguientes aspectos:  en primer lugar, se persigue explicar el inter\u00e9s de la programaci\u00f3n estoc\u00e1stica en general y su aplicaci\u00f3n en el mundo financiero y econ\u00f3mico en particular. para ello se describen los conceptos fundamentales, las tecnolog\u00edas de modelizaci\u00f3n, los m\u00e9todos de resoluci\u00f3n y las m\u00faltiples aplicaciones de esta disciplina.  en segundo lugar, en el campo de la modelizaci\u00f3n estoc\u00e1stica, se persigue generalizar conceptos definidos en los modelos lineales bietapa a los modelos multietapa mixtos 0-1, incorporar medidas de riesgo, as\u00ed como contrastar la bondad de la soluci\u00f3n estoc\u00e1stica propuesta frente a la determinista basada en el escenario promedio.  en tercer lugar, en cuanto a las metodolog\u00edas de resoluci\u00f3n en optimizaci\u00f3n bajo incertidumbre, se dise\u00f1a y se contrasta mediante la correspondiente experiencia computacional algoritmos de descomposici\u00f3n de modelos estoc\u00e1sticos mixtos 0-1, tanto para el caso biet\u00e1pico como multiet\u00e1pico, todos ellos de grandes dimensiones.  por \u00faltimo, se describen, modelizan y resuelven de forma eficiente dos aplicaciones en el \u00e1mbito financiero. La primera consiste en la estructuraci\u00f3n de una cartera de t\u00edtulos con garant\u00eda hipotecaria bajo incertidumbre y la segunda trata la gesti\u00f3n de una cartera de activos y pasivos de renta fija bajo incertidumbre.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Algoritmos de descomposici\u00f3n para modelos estoc\u00e1sticos multietapa mixtos 0-1<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Algoritmos de descomposici\u00f3n para modelos estoc\u00e1sticos multietapa mixtos 0-1 <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Mar\u00eda Merino Maestre <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/07\/2005<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li> Gar\u00edn Mart\u00edn Mar\u00eda Araceli<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  De la cal aguado Jes\u00fas <\/li>\n<li>Antonio Alonso ayuso (vocal)<\/li>\n<li>Elena Fern\u00e1ndez ar\u00e9izaga (vocal)<\/li>\n<li>Fernando Tusell palmer (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Mar\u00eda Merino Maestre En el trabajo se desarrollan los siguientes aspectos: en primer lugar, se persigue explicar [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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