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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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Detalles Bibliográficos
Autor principal:	Rustem, Berc
Otros Autores:	Howe, Melendres
Formato:	Electrónico eBook
Idioma:	Inglés
Publicado:	Oxford : Princeton University Press, 2002.
Colección:	Book collections on Project MUSE.
Temas:	Risk management > Mathematics. Algorithms. MATHEMATICS > General. algorithms. Gestion du risque > Mathematiques. Algorithmes. Algorithms Electronic books.
Acceso en línea:	Texto completo