Probabilistic constrained optimization
Subtitle: methodology and applications
By: edited by Stanislav P. Uryasev.
Contributors: Uri︠a︡sʹev, S. P.
Series: Nonconvex optimization and its applications -- v. 49
Publisher: Kluwer Academic Publishers
Published: 2000
Place of publication: Boston
Language: eng
Number of pages: 307
Subjects: Portfolio management -- Statistical methods.; Mathematical optimization.; Probabilities.
Notes: Includes bibliographical references.