Algorithms for Worst-Case Design and Applications to Risk Management - Berc Rustem - Books - Princeton University Press - 9780691091549 - September 15, 2002
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Algorithms for Worst-Case Design and Applications to Risk Management

Berc Rustem

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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.

408 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 15, 2002
ISBN13 9780691091549
Publishers Princeton University Press
Pages 408
Dimensions 152 × 235 × 241 mm   ·   482 g
Language English  
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