×


 x 

Shopping cart
S. P. . Ed(S): Urias'Ev - Probabilistic Constrained Optimization - 9780792366447 - V9780792366447
Stock image for illustration purposes only - book cover, edition or condition may vary.

Probabilistic Constrained Optimization

€ 127.81
FREE Delivery in Ireland
Description for Probabilistic Constrained Optimization Hardback. Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. This book presents the advances in the theory of optimization of probabilistic functions and several engineering and finance applications. Editor(s): Urias'ev, S. P. Series: Nonconvex Optimization and Its Applications. Num Pages: 320 pages, biography. BIC Classification: KFFM; TGP. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 19. Weight in Grams: 1390.
Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options).
Audience: The ... Read more

Product Details

Format
Hardback
Publication date
2000
Publisher
Kluwer Academic Publishers United States
Number of pages
320
Condition
New
Series
Nonconvex Optimization and Its Applications
Number of Pages
308
Place of Publication
Dordrecht, Netherlands
ISBN
9780792366447
SKU
V9780792366447
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Probabilistic Constrained Optimization
`It can be recommened to graduate students, researchers and practitioners in operation research and financial decision-making problems.' Mathematical Reviews, 2002a

Goodreads reviews for Probabilistic Constrained Optimization


Subscribe to our newsletter

News on special offers, signed editions & more!