Get Free Shipping on orders over $79
Probabilistic Constrained Optimization : Methodology and Applications - Stanislav Uryasev

Probabilistic Constrained Optimization

Methodology and Applications

By: Stanislav Uryasev

eText | 9 March 2013 | Edition Number 1

At a Glance

eText


$159.01

or 4 interest-free payments of $39.75 with

 or 

Instant online reading in your Booktopia eTextbook Library *

Why choose an eTextbook?

Instant Access *

Purchase and read your book immediately

Read Aloud

Listen and follow along as Bookshelf reads to you

Study Tools

Built-in study tools like highlights and more

* eTextbooks are not downloadable to your eReader or an app and can be accessed via web browsers only. You must be connected to the internet and have no technical issues with your device or browser that could prevent the eTextbook from operating.
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.
on
Desktop
Tablet
Mobile

More in Engineering in General

SAFE : Science and Technology in the Age of Ter - Martha Baer

eBOOK

The Shabby Chic Home - Rachel Ashwell

eBOOK

Shabby Chic - Rachel Ashwell

eBOOK

$17.99

Star Commercial Spaces - Julio Fajardo

eBOOK