Advances in Decision Making Under Risk and Uncertainty, Mohammed Abdellaoui; John D. Hey
Автор: Kahneman Название: Judgment under Uncertainty ISBN: 0521284147 ISBN-13(EAN): 9780521284141 Издательство: Cambridge Academ Рейтинг: Цена: 7762.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The thirty-five chapters in this book describe various judgmental heuristics and the biases they produce, not only in laboratory experiments but in important social, medical, and political situations as well.
Описание: New models and techniques are developed in this text to analyse economic dynamics in an uncertain environment.
Автор: Antonio J. Conejo; Miguel Carri?n; Juan M. Morales Название: Decision Making Under Uncertainty in Electricity Markets ISBN: 1461426782 ISBN-13(EAN): 9781461426783 Издательство: Springer Рейтинг: Цена: 41787.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides models and procedures to be used by electricity market agents to make informed decisions under uncertainty. These procedures rely on well established stochastic programming models, which make them efficient and robust.
Автор: Consigli Название: Optimal Financial Decision Making under Uncertainty ISBN: 3319416111 ISBN-13(EAN): 9783319416113 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management.The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:
Strong benchmarking philosophy, with contributors explicitly asked to underline current limits and desirable developments in their areas.Theoretical contributions, aimed at advancing the state-of-the-art in the given domain with a clear potential for applicationsThe inclusion of an algorithmic-computational discussion of issues arising on similar valuation problems across different methods.Variety of applications: rarely is it possible within a single volume to consider and analyze different, and possibly competing, alternative optimization techniques applied to well-identified financial valuation problems.Clear definition of the current state-of-the-art in each methodological and applied area to facilitate future research directions.
Автор: Svetlana Boyarchenko; Sergei Levendorskii Название: Irreversible Decisions under Uncertainty ISBN: 3642092934 ISBN-13(EAN): 9783642092930 Издательство: Springer Рейтинг: Цена: 25853.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Here, two highly experienced authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems.
Автор: Mohammed Abdellaoui; R. Duncan Luce; Mark J. Machi Название: Uncertainty and Risk ISBN: 3642080294 ISBN-13(EAN): 9783642080296 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book tries to sort out the different meanings of uncertainty and to discover their foundations. It shows that uncertainty can be represented using various tools and mental guidelines. Behavior under uncertainty emerges from this book as something to base more on inquiry and reflection rather than on mere intuition.
Автор: Jerzy A. Filar; Alain Haurie Название: Uncertainty and Environmental Decision Making ISBN: 1461425255 ISBN-13(EAN): 9781461425250 Издательство: Springer Рейтинг: Цена: 26120.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This important new work presents the state-of-the-art in applying operations research and management science (OR/MS) techniques to a broad range of environmental decision making (EDM) challenges. The subject matter is of critical importance.
Автор: Gilboa Название: Theory of Decision under Uncertainty ISBN: 052151732X ISBN-13(EAN): 9780521517324 Издательство: Cambridge Academ Рейтинг: Цена: 13622.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book describes classical axiomatic theories of decision under uncertainty, critiques thereof, and alternative theories. It discusses the meaning of probability, focusing on the behavioral definition of subjective probability by Savage`s theorem. It presents non-additive and multiple prior theories, as well as the case-based approach to the formation of beliefs.
Автор: Sauter Oliver Название: Monetary Policy Under Uncertainty ISBN: 3658049731 ISBN-13(EAN): 9783658049737 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Oliver Sauter analyzes three aspects of monetary policy under uncertainty. The second aspect is the proper examination and incorporation of uncertainty into a monetary policy framework. Thirdly, he focuses on the quantification of uncertainty from two different perspectives, either from a market perspective or from a central bank perspective.
Автор: Jerzy A. Filar; Alain Haurie Название: Uncertainty and Environmental Decision Making ISBN: 1441911286 ISBN-13(EAN): 9781441911285 Издательство: Springer Рейтинг: Цена: 26122.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This important new work presents the state-of-the-art in applying operations research and management science (OR/MS) techniques to a broad range of environmental decision making (EDM) challenges. The subject matter is of critical importance.
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