Probabilistic Constrained Optimization
Subtitle: Methodology and Applications (Nonconvex Optimization and Its Applications)
Edition: 1 edition
Publisher: Springer
Published: November 30, 2000
Language: eng
Format: Hardcover
Number of pages: 320
ISBN-13: 9780792366447
Subjects: Investment & securities; Production engineering; Science/Mathematics; Linear Programming; Technology; Decision Support Systems (Engineering); Optimization (Mathematical Theory); Business / Economics / Finance; Probabilities; Portfolio management; Mathematical optimization; Accounting - General; General; Investments & Securities - General; Mathematics / Linear Programming; Statistical methods; Engineering - Industrial
First sentence: Probabilistic and quantile (percentile) functions are commonly used for the analysis of models with uncertainties or variabilities in parameters.