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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...
| Call Number: | Libro Electrónico |
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| Format: | Electronic eBook |
| Language: | Inglés |
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Princeton, N.J. ; Oxford :
Princeton University Press,
©2002.
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| Online Access: | Texto completo |