The Resource Introduction to the scenario approach, Marco Campi, Simone Garatti

Introduction to the scenario approach, Marco Campi, Simone Garatti

Label
Introduction to the scenario approach
Title
Introduction to the scenario approach
Statement of responsibility
Marco Campi, Simone Garatti
Creator
Contributor
Author
Provider
Publisher
Subject
Language
eng
Summary
This book is about making decisions driven by experience. In this context, a scenario is an observation that comes from the environment, and scenario optimization refers to optimizing decisions over a set of available scenarios. Scenario optimization can be applied across a variety of fields, including machine learning, quantitative finance, control, and identification. The scenario approach has been given a solid mathematical foundation in recent years, addressing fundamental questions such as: How should experience be incorporated in the decision process to optimize the result? How well will the decision perform in a new case that has not been seen before in the scenario sample? And how robust will results be when using this approach? This concise, practical book provides readers with an easy access point to make the scenario approach understandable to nonexperts, and offers an overview of various decision frameworks in which the method can be used. It contains numerous examples and diverse applications from a broad range of domains, including systems theory, control, biomedical engineering, economics, and finance. Practitioners can find "easy-to-use recipes," while theoreticians will benefit from a rigorous treatment of the theoretical foundations of the method, making it an excellent starting point for scientists interested in doing research in this field. Introduction to the Scenario Approach will appeal to scientists working in optimization, practitioners working in myriad fields involving decision-making, and anyone interested in data-driven decision-making
Member of
Cataloging source
CaBNVSL
http://library.link/vocab/creatorName
Campi, Marco
Index
index present
LC call number
QA273
LC item number
.C245 2018eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1976-
http://library.link/vocab/relatedWorkOrContributorName
  • Garatti, Simone
  • Society for Industrial and Applied Mathematics
  • Society for Industrial and Applied Mathematics
Series statement
MOS-SIAM series on optimization
Series volume
26
http://library.link/vocab/subjectName
  • Uncertainty
  • Decision making
Label
Introduction to the scenario approach, Marco Campi, Simone Garatti
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Introduction: Uncertainty in optimization and the scenario approach -- Problems in control -- Theoretical results and their interpretation -- Probabilistic vs. deterministic robustness -- Proofs -- Region estimation models -- Application to statistical learning -- Miscellanea
Extent
1 PDF (viii, 114 pages).
Form of item
online
Isbn
9781611975444
Lccn
2018038454
Media category
electronic
Media MARC source
isbdmedia
Publisher number
MO26
Specific material designation
remote
System control number
  • (CaBNVSL)mat00976955
  • (OCoLC)1048658919
  • (SIAM)9781611975444
Label
Introduction to the scenario approach, Marco Campi, Simone Garatti
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Introduction: Uncertainty in optimization and the scenario approach -- Problems in control -- Theoretical results and their interpretation -- Probabilistic vs. deterministic robustness -- Proofs -- Region estimation models -- Application to statistical learning -- Miscellanea
Extent
1 PDF (viii, 114 pages).
Form of item
online
Isbn
9781611975444
Lccn
2018038454
Media category
electronic
Media MARC source
isbdmedia
Publisher number
MO26
Specific material designation
remote
System control number
  • (CaBNVSL)mat00976955
  • (OCoLC)1048658919
  • (SIAM)9781611975444

Library Locations

  • African Studies LibraryBorrow it
    771 Commonwealth Avenue, 6th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Alumni Medical LibraryBorrow it
    72 East Concord Street, Boston, MA, 02118, US
    42.336388 -71.072393
  • Astronomy LibraryBorrow it
    725 Commonwealth Avenue, 6th Floor, Boston, MA, 02445, US
    42.350259 -71.105717
  • Fineman and Pappas Law LibrariesBorrow it
    765 Commonwealth Avenue, Boston, MA, 02215, US
    42.350979 -71.107023
  • Frederick S. Pardee Management LibraryBorrow it
    595 Commonwealth Avenue, Boston, MA, 02215, US
    42.349626 -71.099547
  • Howard Gotlieb Archival Research CenterBorrow it
    771 Commonwealth Avenue, 5th Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Mugar Memorial LibraryBorrow it
    771 Commonwealth Avenue, Boston, MA, 02215, US
    42.350723 -71.108227
  • Music LibraryBorrow it
    771 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350723 -71.108227
  • Pikering Educational Resources LibraryBorrow it
    2 Silber Way, Boston, MA, 02215, US
    42.349804 -71.101425
  • School of Theology LibraryBorrow it
    745 Commonwealth Avenue, 2nd Floor, Boston, MA, 02215, US
    42.350494 -71.107235
  • Science & Engineering LibraryBorrow it
    38 Cummington Mall, Boston, MA, 02215, US
    42.348472 -71.102257
  • Stone Science LibraryBorrow it
    675 Commonwealth Avenue, Boston, MA, 02445, US
    42.350103 -71.103784
Processing Feedback ...