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Probabilistic Constrained Optimization W. Vogel & M. Büttner GmbH Dabei werden verschiedene Strategien vorgestellt

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Dabei werden verschiedene Strategien vorgestellt

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Probabilistic Constrained Optimization W. Vogel & M. Büttner GmbH Dabei werden verschiedene Strategien vorgestelltProbabilistic and percentile quantile functions play an important role in several applications, such as finance (Value at Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several

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