[PDF] Algorithms for Worst-Case Design and Applications to Risk Management

ISBN: 0691091544

Category: Tutorial


Posted on 2017-11-13, by luongquocchinh.

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Author: Berc Rustem | Publisher: Princeton University Press | Category: Management | Language: English | Page: 408 | ISBN: 0691091544 | ISBN13: 9780691091549 |

Description: 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.

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