silviacolasanti.it
» » Algorithms for Worst-Case Design and Applications to Risk Management

Download Algorithms for Worst-Case Design and Applications to Risk Management fb2, epub

by Berç Rustem,Melendres Howe

Download Algorithms for Worst-Case Design and Applications to Risk Management fb2, epub

ISBN: 0691091544
Author: Berç Rustem,Melendres Howe
Language: English
Publisher: Princeton University Press (September 15, 2002)
Pages: 408
Category: Mathematics
Subcategory: Science
Rating: 4.2
Votes: 778
Size Fb2: 1293 kb
Size ePub: 1859 kb
Size Djvu: 1183 kb
Other formats: mobi lrf txt docx


Berc Rustem and Melendres Howe. February 2003 · Journal of the American Statistical Association. This study provides risk management practitioners with best practices regarding the design and development of user-friendly accident reports.

Berc Rustem and Melendres Howe. An accident report is used as a data-gathering tool to document the occurrence of the accident and the accompanying response, to provide feedback to employees on their performance, and for use by legal counsel if needed.

Algorithms for Worst-Case Design and Applications to Risk Management. Berc Rustem, Melendres Howe. Скачать (pdf, . 2 Mb).

Home Browse Books Book details, Algorithms for Worst-Case Design and Applications. Algorithms for Worst-Case Design and Applications to Risk Management. By Berç Rustem, Melendres Howe. The noninferiority of minimax solutions-which also offer the possibility of multiple maxima-ensures this optimality. Worst-case design is not intended to necessarily replace expected value optimization when the underlying uncertainty is stochastic.

Recognizing that robust decision making is vital in risk management, this book provides concepts and algorithms for computing the best decision in view of the worst-case scenario.

Published by: Princeton University Press. Recognizing that robust decision making is vital in risk management, this book provides concepts and algorithms for computing the best decision in view of the worst-case scenario. The main tool used is minimax, which ensures robust policies with guaranteed optimal performance that will improve further if the worst case is not realized. The applications considered are drawn from finance, but the design and algorithms presented are equally applicable to problems of economic policy, engineering design, and other areas of decision making.

Rustem, Berç, Howe, Melendres. Princeton university press.

Journal of the American Statistical Association 2003, 09 Vol. 98; Iss. 463. Algorithms for Worst-Case Design . Other readers will always be interested in your opinion of the books you've read. Algorithms for Worst-Case Design and Applications to Risk Managementby Berç Rustem; Melendres Howe. Whether you've loved the book or not, if you give your honest and detailed thoughts then people will find new books that are right for them. 1. Statistical Analysis of Designed Experiments (2nd e. by Helge Toutenburg. File: PDF, 590 KB. 2.

The applications considered are drawn from finance, but the design and algorithms presented are equally .

The applications considered are drawn from finance, but the design and algorithms presented are equally applicable to problems of economic policy, engineering design, and other areas of decision making. Critically, worst-case design addresses not only Armageddon-type uncertainty. However, wise decision making requires the justification of policies based on expected value optimization in view of the worst-case scenario.

Berc Rustem, Melendres Howe "Algorithms for Worst-Case .

Berc Rustem, Melendres Howe "Algorithms for Worst-Case Design and Applications to Risk Management". English 2002-08-26 ISBN: 0691091544 408 pages PDF 2,1 MB. is minimax, which ensures robust policies with guaranteed optimal performance that will improve further if the worst case is not realized.

Finding books BookSee BookSee - Download books for free. Category: Математика, Прикладная математика.

By: Berç Rustem; Melendres Howe. Publisher: Princeton University Press. Print ISBN: 9780691091549, 0691091544. The world’s eTextbook reader for students. VitalSource is the leading provider of online textbooks and course materials. More than 15 million users have used our Bookshelf platform over the past year to improve their learning experience and outcomes.

Recognizing that robust decision making is vital in risk management, this book provides concepts and algorithms for computing the best decision in view of the worst-case scenario. The main tool used is minimax, which ensures robust policies with guaranteed optimal performance that will improve further if the worst case is not realized. The applications considered are drawn from finance, but the design and algorithms presented are equally applicable to problems of economic policy, engineering design, and other areas of decision making.

Critically, worst-case design addresses not only Armageddon-type uncertainty. Indeed, the determination of the worst case becomes nontrivial when faced with numerous--possibly infinite--and reasonably likely rival scenarios. Optimality does not depend on any single scenario but on all the scenarios under consideration. Worst-case optimal decisions provide guaranteed optimal performance for systems operating within the specified scenario range indicating the uncertainty. The noninferiority of minimax solutions--which also offer the possibility of multiple maxima--ensures this optimality.

Worst-case design is not intended to necessarily replace expected value optimization when the underlying uncertainty is stochastic. However, wise decision making requires the justification of policies based on expected value optimization in view of the worst-case scenario. Conversely, the cost of the assured performance provided by robust worst-case decision making needs to be evaluated relative to optimal expected values.

Written for postgraduate students and researchers engaged in optimization, engineering design, economics, and finance, this book will also be invaluable to practitioners in risk management.

Related to Algorithms for Worst-Case Design and Applications to Risk Management

Download Quantitative Concepts for Management: Decision Making Without Algorithms fb2, epub

Quantitative Concepts for Management: Decision Making Without Algorithms fb2 epub

Author: Charles Schmidt,Gary D. Eppen
Category: Management & Leadership
ISBN: 013746777X
Download Worst Case Bioethics: Death, Disaster, and Public Health fb2, epub

Worst Case Bioethics: Death, Disaster, and Public Health fb2 epub

Author: George J. Annas
Category: Medicine
ISBN: 019539173X
Download The Worst-Case Scenario: Amazon (An Ultimate Adventure Novel) fb2, epub

The Worst-Case Scenario: Amazon (An Ultimate Adventure Novel) fb2 epub

Author: Yancey Labat,Ed Stafford,Hena Khan
Category: Activities Crafts & Games
ISBN: 1452107955
Download Performance Models and Risk Management in Communications Systems (Springer Optimization and Its Applications) fb2, epub

Performance Models and Risk Management in Communications Systems (Springer Optimization and Its Applications) fb2 epub

Author: Nalân Gülpınar,Peter G. Harrison,Berc Rustem
Category: Programming
ISBN: 1441905332
Download Worst Case Scenario fb2, epub

Worst Case Scenario fb2 epub

Author: Jack Ziegler
Category: Comic Strips
ISBN: 0671679287
Download Minimax Models in the Theory of Numerical Methods (Theory and Decision Library B) fb2, epub

Minimax Models in the Theory of Numerical Methods (Theory and Decision Library B) fb2 epub

Author: A. Sukharev,Olga Chuyan
Category: Mathematics
ISBN: 0792318218
Download Clinical Decision Making: Case Studies in Psychiatric Nursing fb2, epub

Clinical Decision Making: Case Studies in Psychiatric Nursing fb2 epub

Author: Betty Kehl Richardson
Category: Medicine & Health Sciences
ISBN: 1401838456