Probabilistic Constrained Optimization 2024 pdf epub mobi 電子書 下載


Probabilistic Constrained Optimization

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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 2024 pdf epub mobi 電子書 下載

Probabilistic Constrained Optimization 2024 pdf epub mobi 電子書 下載

Probabilistic Constrained Optimization 2024 pdf epub mobi 電子書 下載



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出版者:Kluwer Academic Pub
作者:Uryasev, Stanislav P. 編
出品人:
頁數:319
譯者:
出版時間:2000-11
價格:$ 236.17
裝幀:HRD
isbn號碼:9780792366447
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Probabilistic Constrained Optimization 2024 pdf epub mobi 電子書 下載
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