| 書目名稱 | Probabilistic Constrained Optimization | | 副標題 | Methodology and Appl | | 編輯 | Stanislav P. Uryasev | | 視頻video | http://file.papertrans.cn/757/756791/756791.mp4 | | 叢書名稱 | Nonconvex Optimization and Its Applications | | 圖書封面 |  | | 描述 | Probabilistic and percentile/quantile functions play animportant role in several applications, such as finance(Value-at-Risk), nuclear safety, and the environment. Recently,significant advances have been made in sensitivity analysis andoptimization of probabilistic functions, which is the basis forconstruction of new efficient approaches. This book presents the stateof the art in the theory of optimization of probabilistic functionsand several engineering and finance applications, including materialflow systems, production planning, Value-at-Risk, asset and liabilitymanagement, and optimal trading strategies for financial derivatives(options). ..Audience:. The book is a valuable source of information forfaculty, students, researchers, and practitioners in financialengineering, operation research, optimization, computer science, andrelated areas. | | 出版日期 | Book 2000 | | 關(guān)鍵詞 | Computer; Finance; Multimedia; Options; Simulation; Stochastic Optimization; calculus; computer science; mod | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4757-3150-7 | | isbn_softcover | 978-1-4419-4840-3 | | isbn_ebook | 978-1-4757-3150-7Series ISSN 1571-568X | | issn_series | 1571-568X | | copyright | Springer-Verlag US 2000 |
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