Title: Probabilistic Constrained Optimization: Methodology And Applications (nonconvex Optimization And Its Applications)
Publisher: Springer
Publication Date: 2000
Language: English
ISBN 10: 0792366441
ISBN 13: 9780792366447
Binding: Hardcover
Condition: New

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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,...

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