Algorithms for Worst Case Design and Applications to Risk Management

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Algorithms for Worst Case Design and Applications to Risk Management

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Algorithms for Worst Case Design and Applications to Risk Management

  • 品牌: Unbranded
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描述

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 further if the worst case is not realized.
  • 品牌: Unbranded
  • 类别: 教育
  • 语言: English
  • 作者: Berc Rustem
  • 出版日期: 2024-11-29
  • 页数: 408
  • 出版社／标签: Princeton University Press
  • 格式: Hardback
  • Fruugo ID: 438454835-918950261
  • ISBN: 9780691091549

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