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Algorithms for Worst-Case Design and Applications to Risk Management

Algorithms for Worst-Case Design and Applications to Risk Management
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作者: ,
出版社: Princeton University Press
2002-08
ISBN: 9780691091549
装帧: 精装
开本: 其他
纸张: 其他
分类: 外文古旧书>英文书>文学
  • 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 guarantee
  • 内容简介:
    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 guarantee
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