Probabilistic Constrained Optimization : Methodology and Applications /

Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis...

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Bibliographic Details

Main Author:	Uri͡asʹev, S. P. (Stanislav Pavlovich)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 2000.
Series:	Nonconvex optimization and its applications ; 49.
Subjects:	Mathematics. Electronic data processing. Mathematical optimization. Operations research. Electronic books.
Online Access:	Connect to the full text of this electronic book