Algorithms for Worst-Case Design and Applications to Risk Management (Bog, Hardback, Engelsk)

Algorithms for Worst-Case Design and Applications to Risk Management

(Bog, Hardback, Engelsk)
Forfattere: Berc Rustem, Melendres Howe

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Beskrivelse

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.

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Alle detaljer

Forlag Princeton University Press
Forfattere Berc Rustem, Melendres Howe
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 15-09-2002
Første udgivelsesår 2002
Originalsprog United States
Sideantal 408
Indbinding Hardback
Forlag Princeton University Press
Sideoplysninger 408 pages
Mål 235 x 152
ISBN-13 / EAN-13 9780691091549