Name: probabilistic constrained optimization
SKU: 3619588
Price: 97.78 EUR
Availability: InStock
ISBN: 9780792366447

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portada probabilistic constrained optimization

Type

Physical Book

Publisher

Springer

Language

English

Pages

320

ISBN

0792366441

ISBN13

9780792366447

Synopsis "probabilistic constrained optimization"

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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