Algorithms for worst-case design and applications to risk management /
Recognizing that robust decision making is vital in risk management, this book provides concepts and algorithms for computing the best decision in view of the worst-case scenario. The main tool used is minimax, which ensures robust policies with guaranteed optimal performance that will improve furth...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Rustem, Berc |
Otros Autores: | Howe, Melendres |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Princeton, N.J. ; Oxford :
Princeton University Press,
©2002.
|
Temas: | |
Acceso en línea: | Texto completo |
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