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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...
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| Formato: | Electrónico eBook |
| Idioma: | Inglés |
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Oxford :
Princeton University Press,
2002.
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| Colección: | Book collections on Project MUSE.
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| Acceso en línea: | Texto completo |