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Probabilistic Constrained Optimization: Methodology and Applications - Nonconvex Optimization and Its Applications Stanislav P Uryasev 2001 edition
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Probabilistic Constrained Optimization: Methodology and Applications - Nonconvex Optimization and Its Applications
Stanislav P Uryasev
Probabilistic and percentile/quantile functions play an important role in several applications, such as finance (Value-at-Risk), nuclear safety, and the environment.
308 pages, biography
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