Probabilistic Constrained Optimization: Methodology and Applications

Shelfclass_id 2.E
Sortkey URYASEV, STANISLAV P
Authors Stanislav P. Uryasev
Title Probabilistic Constrained Optimization: Methodology and Applications
Publisher Kluwer Academic Publishers
Year 2000
Languages eng
Isbn 0792366441
Series Nonconvex optimization and its applications
Volume 49
Description xii, 307 p. ill. 25 cm
Record date 20060620
Location Boston
Keywords Portfolio management, Mathematical optimization, Probabilities