Scenario Logic and Probabilistic Management of Risk in Business and Engineering (Applied Optimization) by E.D. Solojentsev
Springer; 1 edition | November 12, 2004 | English | ISBN: 1402029772 | 409 pages | PDF | 13 MB
Springer; 1 edition | November 12, 2004 | English | ISBN: 1402029772 | 409 pages | PDF | 13 MB
In this volume the methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered. The theoretical bases of scenario non-success risk LP-management in business and engineering are also stated. Methods and algorithms for the scenario risk LP-management in problems of classification, investment and effectiveness are described. Risk LP- models and results of numerical investigations for credit risks, risk of frauds, security portfolio risk, risk of quality, accuracy, and risk in multi-stage systems reliability are given. In addition, a rather large number of new problems of estimation, analysis and management of risk are considered. Software for risk problems based on LP-methods, LP-theory, and GIE is described too.