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Titlebook: Risk-Averse Optimization and Control; Theory and Methods Darinka Dentcheva,Andrzej Ruszczyński Book 2024 The Editor(s) (if applicable) and

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書(shū)目名稱(chēng)Risk-Averse Optimization and Control
副標(biāo)題Theory and Methods
編輯Darinka Dentcheva,Andrzej Ruszczyński
視頻videohttp://file.papertrans.cn/831/830777/830777.mp4
概述Comprehensive presentation of the rapidly growing fields of risk-averse optimization and control.Self-contained presentation of the theory of measures of risk.Many examples included
叢書(shū)名稱(chēng)Springer Series in Operations Research and Financial Engineering
圖書(shū)封面Titlebook: Risk-Averse Optimization and Control; Theory and Methods Darinka Dentcheva,Andrzej Ruszczyński Book 2024 The Editor(s) (if applicable) and
描述.This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems...?..Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems,
出版日期Book 2024
關(guān)鍵詞Risk-Averse Optimization; Risk Measures; Risk-Averse Dynamic Programming; Stochastic Dominance,; Risk-Av
版次1
doihttps://doi.org/10.1007/978-3-031-57988-2
isbn_softcover978-3-031-57990-5
isbn_ebook978-3-031-57988-2Series ISSN 1431-8598 Series E-ISSN 2197-1773
issn_series 1431-8598
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
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Darinka Dentcheva,Andrzej Ruszczyńskiy. However, the complexity of communities and their lack of closure make traditional planning, research, and evaluation methods inadequate for this task. Planning must address the problems as those of an open, complex community for which there are no simple solutions. The type of planning needed pro
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Darinka Dentcheva,Andrzej Ruszczyńskis database recorded almost 300,000 serious adverse events in 2009 alone, of which 45,000 instances proved fatal. This updated new edition of the indispensable guide to drug interactions incorporates fresh research completed since the book‘s original publication by Humana Press in 2004. Additions inc
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actions and interactions are still a major headache for healthcare professionals around the world. The US Food and Drug Administration‘s database recorded almost 300,000 serious adverse events in 2009 alone, of which 45,000 instances proved fatal. This updated new edition of the indispensable guide
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