Probabilistic Constrained Optimization

Name: Probabilistic Constrained Optimization
Brand: Springer
SKU: 9780792366447
Price: 551.35 RON
Availability: InStock

Methodology and Applications

Autor: Stanislav Uryasev

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Legare: Copertă tare

Editura: Springer

Disponibilitate: În depozitul extern

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551.35 lei

Probabilistic and percentile/quantile functions play an important role in several applications, such...

Informații despre carte

Autor

Stanislav Uryasev

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2000

Pagini

308

EAN

9780792366447

ISBN

0792366441

Enbook ID

01396594

Editura

Springer

Greutate

1390

Dimensiuni

155 x 235 x 22

Descriere completă

Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options). Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.

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Probabilistic Constrained Optimization

Methodology and Applications

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