Probabilistic Constrained Optimization 18 Ralph Lampenscherf

Ralph Lampenscherf

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Probabilistic Constrained Optimization 18 Ralph LampenscherfProbabilistic and percentile quantile functions play an important role in several applications, such as finance (Value at Risk), nuclear safety, and the environment. Recently, significant advances have been made in sensitivity analysis and optimization of probabilistic functions, which is the basis for construction of new efficient approaches. This book presents the state of the art in the theory of optimization of probabilistic functions and several