↓ Skip to main content

Probabilistic Constrained Optimization

Overview of attention for book
Cover of 'Probabilistic Constrained Optimization'

Table of Contents

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

Citations

dimensions_citation
96 Dimensions

Readers on

mendeley
5 Mendeley
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Robust Monte Carlo Simulation for Approximate Covariance Matrices and VaR Analyses
Chapter number 8
Book title
Probabilistic Constrained Optimization
Published by
Springer, Boston, MA, January 2000
DOI 10.1007/978-1-4757-3150-7_8
Book ISBNs
978-1-4419-4840-3, 978-1-4757-3150-7
Authors

Alexander Kreinin, Alexander Levin, Kreinin, Alexander, Levin, Alexander

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 5 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Brazil 1 20%
Unknown 4 80%

Demographic breakdown

Readers by professional status Count As %
Professor 1 20%
Student > Ph. D. Student 1 20%
Lecturer 1 20%
Unknown 2 40%
Readers by discipline Count As %
Environmental Science 1 20%
Engineering 1 20%
Unknown 3 60%