Cargando…

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...

Descripción completa

Detalles Bibliográficos
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