Stochastic Orders
Autor: | Moshe Shaked, George Shanthikumar |
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EAN: | 9780387346755 |
eBook Format: | |
Sprache: | Englisch |
Produktart: | eBook |
Veröffentlichungsdatum: | 03.04.2007 |
Kategorie: | |
Schlagworte: | Convexity Monotone decision making form management operations research statistics stochastic systems tool uncertainty |
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This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.