TY  - BOOK
AU  - Gaivoronski,Alexei A.
AU  - Knopov,Pavel S.
AU  - Zaslavskyi,Volodymyr A.
TI  - Modern optimization methods for decision making under risk and uncertainty
SN  - 9781032196435
U1  - 519.6 
PY  - 2024///
CY  - Boca Raton
PB  - CRC Press
KW  - Mathematical programming
KW  - Mathematical optimization
N1  - Index present
N2  - "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
ER  -