Publication:3517288
From MaRDI portal
zbMath1142.62003MaRDI QIDQ3517288
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Publication date: 12 August 2008
uncertainty; stochastic optimization; robustness; simulations; catastrophe modeling; discounting; portfolio selection; mean-variance analysis; downscaling; extreme events; pollution control; adaptive Monte Carlo optimization
91B06: Decision theory
90C15: Stochastic programming
90B50: Management decision making, including multiple objectives
62C99: Statistical decision theory
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