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Modern Optimization Methods for Decision Making Under Risk and Uncertainty
Modern Optimization Methods for Decision Making Under Risk and Uncertainty

Book Details

"Uncertainties, risks, and disequilibria are pervasive characteristics of modern socio-economic, technological, and environmental systems involving interactions among various factors in economy, technology and nature. The systems are characterized by interdependencies, discontinuities, endogenous risks and thresholds, requiring non-smooth quantile-based performance indicators, goals and constraints for their explaining and planning. The two-stage stochastic optimization with stochastic quasi-gradients enables designing a robust portfolio of interdependent precautionary strategic and adaptive operational decisions making the systems resilient with respect to potential uncertainties and risks"--
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  • Authors Alexei A. Gaivoronski, Pavlo S Knopov, Volodymyr A. Zaslavskyi
  • ISBN13 9781032196435
  • ISBN10 1032196432
  • Pages 380
  • Published 2025
  • Fecha de publicación 30/01/2025
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Modern Optimization Methods for Decision Making Under Risk and Uncertainty

Modern Optimization Methods for Decision Making Under Risk and Uncertainty

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