morito, multistage stochastic programming model for optimizing allocation of running time supplements, journal of advanced mechanical design, systems, and manufacturing, vol.{/INSERTKEYS}{/PARAGRAPH} imaizumi, multistage stochastic programming model and solution algorithm for the capacity expansion of railway network, journal of advanced mechanical design, systems, and manufacturing t. illustrated by carefully chosen examples and supported by extensive data analyses, this book is highly recommended to readers who seek an in-depth and up-to-date integrated overview of the ever-expanding theoretical and quantitative fields of risk management in financial investment and logistics planning. contained here are the fundamentals of portfolio selection theory from the point of view of risk control, and methods for risk control with new and popular risk measures such as var value-at-risk and cvar conditional var. takaichi, y. imaizumi, and s. morito, and j. hardcover isbn, this is the first book to introduce the major quantitative tools in risk management taking financial investments and logistics planning as the background: optimization and stochastic programming. the book also introduces a new theory for risk management in more general investment situations such as flexible investment decisions, providing an accessible and comprehensive introduction to the interrelations between these fields of research. basic concepts of stochastic programming are introduced, and their applications to risk management in inventory distribution and network design are covered as well. shiina, t. {PARAGRAPH}{INSERTKEYS}xu, chunhui, shiina, takayuki, risk management in finance and logistics, springer. li, s. 主な論文 星野, 椎名, 森戸, 今泉, プロ野球の試合において雨天中止の可能性を考慮したスケジュールの作成 年セ・リーグ公式戦日程の場合-, 知能と情報. takayuki shiina, tomoaki takaichi, yige li, susumu morito, and jun imaizumi, multistage stochastic programming model for the capacity expansion of railway network -solution algorithm based on the l-shaped method-, proceedings of international symposium on scheduling , susumu morito, naoto fukumura, takayuki shiina, and jun imaizumi, rolling stock rostering optimization with different types of train-sets, proceedings of international symposium on scheduling , takayuki shiina, susumu morito, jun imaizumi and chunhui xu, optimal location problem for the installation of power flow controller, pesquisa operacional, 37 , 椎名孝之, 揚原由統, 今泉淳, 森戸 晋, 確率計画法に基づく列車の余裕時分配分最適化, 日本応用数理学会論文誌, 26 , shiina, j. shiina, design of distribution network using power flow controller, journal of advanced mechanical design, systems, and manufacturing, vol.