| 书目名称 | Risk-Averse Optimization and Control | | 副标题 | Theory and Methods | | 编辑 | Darinka Dentcheva,Andrzej Ruszczyński | | 视频video | | | 概述 | Comprehensive presentation of the rapidly growing fields of risk-averse optimization and control.Self-contained presentation of the theory of measures of risk.Many examples included | | 丛书名称 | Springer Series in Operations Research and Financial Engineering | | 图书封面 |  | | 描述 | .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 system is essential, but also high-impact and low-probability events must be taken into account. The book is a self-contained presentation of the utility theory, the theory of measures of risk, including systemic and dynamic measures of risk, and their use in optimization and control models. It also covers stochastic dominance relations and their application as constraints in optimization models. Optimality conditions for problems with nondifferentiable and nonconvex functions and operators involving risk measures and stochastic dominance relations are discussed. Much attention is paid to multi-stage risk-averse optimization problems and to risk-averse Markov decision problems... ..Specialized algorithms for solving risk-averse optimization and control problems are presented and analyzed: stochastic subgradient methods for risk optimization, decomposition methods for dynamic problems, | | 出版日期 | Book 2024 | | 关键词 | Risk-Averse Optimization; Risk Measures; Risk-Averse Dynamic Programming; Stochastic Dominance,; Risk-Av | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-031-57988-2 | | isbn_softcover | 978-3-031-57990-5 | | isbn_ebook | 978-3-031-57988-2Series ISSN 1431-8598 Series E-ISSN 2197-1773 | | issn_series | 1431-8598 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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发表于 2025-3-21 19:07:48
