rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Probabilistic Constrained Optimization
    sub title: Methodology and Applications
  name:
    name part: Uri͡asʹev, S. P. (Stanislav Pavlovich)
    role:
      role term: creator
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: mau
    date issued: 2000
    issuance: monographic
  language:
    language term: eng
  physical description:
    reformatting quality: access
    form: remote
    extent: 1 online resource (xii, 307 pages)
  abstract: 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 for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several engineering and finance applications, including material flow systems, production planning, Value-at-Risk, asset and liability management, and optimal trading strategies for financial derivatives (options). Audience: The book is a valuable source of information for faculty, students, researchers, and practitioners in financial engineering, operation research, optimization, computer science, and related areas.
  note: edited by Stanislav P. Uryasev.
  note: Electronic resource.
  subject:
    topic: Mathematics
  subject:
    topic: Electronic data processing
  subject:
    topic: Mathematical optimization
  subject:
    topic: Operations research
  subject:
    topic: Electronic data processing
  subject:
    topic: Mathematical optimization
  subject:
    topic: Mathematics
  subject:
    topic: Operations research
  classification: QA315-316
  classification: QA402.3
  classification: QA402.5-QA402.6
  classification: 515.64
  related item:
    title info:
      title: Nonconvex optimization and its applications ; 49
  identifier: 9781475731507 (electronic bk.)
  identifier: 1475731507 (electronic bk.)
  identifier: 9781441948403
  identifier: 1441948406
  identifier: 1475731507
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: AU@
    record creation date: 130202
    record change date: 20260422153757.3
    record identifier: in00003578459
    language of cataloging:
      language term: eng