Risk-Averse Optimization and Control Theory and Methods /
This book offers a comprehensive presentation of the theory and methods of risk-averse optimization and control. Problems of this type arise in finance, energy production and distribution, supply chain management, medicine, and many other areas, where not only the average performance of a stochastic...
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| Autori principali: | , |
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| Ente Autore: | |
| Natura: | Elettronico eBook |
| Lingua: | inglese |
| Pubblicazione: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2024.
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| Edizione: | 1st ed. 2024. |
| Serie: | Springer Series in Operations Research and Financial Engineering,
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| Soggetti: | |
| Accesso online: | https://doi.org/10.1007/978-3-031-57988-2 |
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Sommario:
- Elements of the Utility Theory
- Measures of Risk
- Optimization of Measures of Risk
- Dynamic Risk Optimization
- Optimization with Stochastic Dominance Constraints
- Multivariate and Sequential Stochastic Orders
- Numerical Methods for Problems with Stochastic Dominance Constraints
- Risk-Averse Control of Markov Systems.