Probabilistic Constrained Optimization 2024 pdf epub mobi 电子书

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发表于2024-09-22

Probabilistic Constrained Optimization 2024 pdf epub mobi 电子书

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出版者:Kluwer Academic Pub

作者:Uryasev, Stanislav P. 编

出品人:

页数:319

译者:

出版时间:2000-11

价格:$ 236.17

装帧:HRD

isbn号码:9780792366447

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Probabilistic Constrained Optimization 2024 pdf epub mobi 电子书图书描述

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.

Probabilistic Constrained Optimization 2024 pdf epub mobi 电子书

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