Modern optimization methods for decision making under risk and uncertainty /
Modern optimization methods for decision making under risk and uncertainty /
edited by Alexei A. Gaivoronski, Pavel S. Knopov and Volodymyr A. Zaslavskyi
- Boca Raton : CRC Press, 2024
- viii, 380 p.
Index present
"Uncertainties, risks, and disequilibria are pervasive characteristics of modern socio-economic, technological, and environmental systems involving interactions among various factors in economy, technology and nature. The systems are characterized by interdependencies, discontinuities, endogenous risks and thresholds, requiring non-smooth quantile-based performance indicators, goals and constraints for their explaining and planning. The two-stage stochastic optimization with stochastic quasi-gradients enables designing a robust portfolio of interdependent precautionary strategic and adaptive operational decisions making the systems resilient with respect to potential uncertainties and risks"-- Provided by publisher
Eng
9781032196435
Mathematical programming
Mathematical optimization
519.6 / MOD-
Index present
"Uncertainties, risks, and disequilibria are pervasive characteristics of modern socio-economic, technological, and environmental systems involving interactions among various factors in economy, technology and nature. The systems are characterized by interdependencies, discontinuities, endogenous risks and thresholds, requiring non-smooth quantile-based performance indicators, goals and constraints for their explaining and planning. The two-stage stochastic optimization with stochastic quasi-gradients enables designing a robust portfolio of interdependent precautionary strategic and adaptive operational decisions making the systems resilient with respect to potential uncertainties and risks"-- Provided by publisher
Eng
9781032196435
Mathematical programming
Mathematical optimization
519.6 / MOD-