Algorithms for Worst-Case Design and Applications to Risk Management / / Melendres Howe, Berç Rustem.
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 furth...
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| Superior document: | Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
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| VerfasserIn: | |
| Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2009] ©2003 |
| Year of Publication: | 2009 |
| Edition: | Course Book |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (408 p.) |
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