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Algorithms for Worst-Case Design and Applications to Risk Management

af Berc Rustem
Algorithms for Worst-Case Design and Applications to Risk Management af Berc Rustem
Bag om 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780691091549
  • Indbinding:
  • Hardback
  • Sideantal:
  • 408
  • Udgivet:
  • 15. september 2002
  • Størrelse:
  • 152x235x0 mm.
  • Vægt:
  • 482 g.
  • 2-3 uger.
  • 16. december 2024
Forlænget returret til d. 31. januar 2025

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Abonnementet koster 75 kr./md.
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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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