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Providing comprehensive yet accessible coverage, this is the first graduate-level textbook dedicated to the mathematical theory of risk measures. It explains how economic and financial principles result in a profound mathematical theory that allows us to quantify risk...
Nonlinear waves are of significant scientific interest across many diverse contexts, ranging from mathematics and physics to engineering, biosciences, chemistry, and finance. The study of nonlinear waves is relevant to Bose-Einstein condensates, the interaction of...
Discover a comprehensive set of tools and techniques for analyzing the impact of uncertainty on large-scale engineered systems. Providing accessible yet rigorous coverage, it showcases the theory through detailed case studies drawn from electric power application...
What are the risks of terrorism and what are their consequences and economic impacts? Are we safer from terrorism today than before 9/11? Does the government spend our homeland security funds well? These questions motivated a twelve-year research program of the National...
Model Predictive Control (MPC), the dominant advanced control approach in industry over the past twenty-five years, is presented comprehensively in this unique book. With a simple, unified approach, and with attention to real-time implementation, it covers predictive...
Optimization is ubiquitous in power system engineering. Drawing on powerful, modern tools from convex optimization, this rigorous exposition introduces essential techniques for formulating linear, second-order cone, and semidefinite programming approximations to the...
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