Optimisation of Stochastic Systems and Worst-case Analysis
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Zakovic, S ; Rustem, B. ; Wieland, V. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | expected loss | minimax | worst-case |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 183 |
| Classification: | C63 - Computational Techniques ; E40 - Money and Interest Rates. General |
| Source: |
Persistent link: https://www.econbiz.de/10005132814