Read Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications Book 49)

Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications Book 49)

Stan Uryasev

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Description: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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications Book 49). To get started finding Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications Book 49), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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ISBN: 1475731507

Description: 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.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications Book 49). To get started finding Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications Book 49), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications Book 49)

Probabilistic Constrained Optimization: Methodology and Applications (Nonconvex Optimization and Its Applications Book 49)

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