Probabilistic Constrained Optimization

Probabilistic Constrained Optimization pdf epub mobi txt 电子书 下载 2025

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
丛书系列:
图书标签:
  • Probabilistic Optimization
  • Constrained Optimization
  • Stochastic Programming
  • Risk Management
  • Optimization Algorithms
  • Machine Learning
  • Engineering Optimization
  • Decision Making
  • Uncertainty Quantification
  • Robust Optimization
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具体描述

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.

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