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Probabilistic Constrained Optimization

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Cover of 'Probabilistic Constrained Optimization'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk)
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    Chapter 2 Pricing American Options by Simulation Using a Stochastic Mesh with Optimized Weights
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    Chapter 3 On Optimization of Unreliable Material Flow Systems
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    Chapter 4 Stochastic Optimization in Asset & Liability Management: A Model for Non-Maturing Accounts
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    Chapter 5 Optimization in the Space of Distribution Functions and Applications in the Bayes Analysis
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    Chapter 6 Sensitivity Analysis of Worst-Case Distribution for Probability Optimization Problems
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    Chapter 7 On Maximum Reliability Problem in Parallel-Series Systems with Two Failure Modes
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    Chapter 8 Robust Monte Carlo Simulation for Approximate Covariance Matrices and VaR Analyses
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    Chapter 9 Structure of Optimal Stopping Strategies for American Type Options
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    Chapter 10 Approximation of Value-at-Risk Problems with Decision Rules
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    Chapter 11 Managing Risk with Expected Shortfall
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    Chapter 12 On the Numerical Solution of Jointly Chance Constrained Problems
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    Chapter 13 Management of Quality of Service through Chance-constraints in Multimedia Networks
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    Chapter 14 Solution of a Product Substitution Problem Using Stochastic Programming
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    Chapter 15 Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
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    Chapter 16 Statistical Inference of Stochastic Optimization Problems
Overall attention for this book and its chapters
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Mentioned by

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wikipedia
2 Wikipedia pages

Citations

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96 Dimensions

Readers on

mendeley
13 Mendeley
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Title
Probabilistic Constrained Optimization
Published by
Springer US, March 2013
DOI 10.1007/978-1-4757-3150-7
ISBNs
978-1-4419-4840-3, 978-1-4757-3150-7
Editors

Uryasev, Stanislav P.

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 13 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
China 1 8%
United States 1 8%
Unknown 11 85%

Demographic breakdown

Readers by professional status Count As %
Professor > Associate Professor 4 31%
Student > Master 2 15%
Student > Ph. D. Student 2 15%
Student > Postgraduate 2 15%
Student > Doctoral Student 2 15%
Other 1 8%
Readers by discipline Count As %
Engineering 5 38%
Business, Management and Accounting 3 23%
Mathematics 2 15%
Computer Science 1 8%
Economics, Econometrics and Finance 1 8%
Other 1 8%