Algorithms for worst-case design and applications to risk management /

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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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Rustem, Berc
Other Authors: Howe, Melendres
Format: Electronic eBook
Language:Inglés
Published: Princeton, N.J. ; Oxford : Princeton University Press, ©2002.
Subjects:
Algorithms.
Risk management > Mathematics.
Algorithms
Algorithmes.
Gestion du risque > Mathématiques.
algorithms.
MATHEMATICS > General.
Risk management > Mathematics
Online Access:Texto completo
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Algorithms for worst-case design and applications to risk management /
by Rustem, Berc
Published 2002
Texto completo
Electronic eBook
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Algorithms for Worst-Case Design and Applications to Risk Management /
by Rustem, Berc
Published 2002
Texto completo
Electronic eBook
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Algorithms for worst-case design and applications to risk management /
by Rustem, Berc
Published 2002
Texto completo
Electronic eBook
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