Determining and Selecting the Optimal Sets of Risk Treatments under Project Constraints.

Tak Wah Kwan Bryan Cheung

Published in: APSEC (2012)

Keyphrases

dynamic programming
conditional expectation
case study
finding optimal
constraint sets
worst case
constraint satisfaction
optimal control
linear constraints
risk neutral
risk management
risk assessment
optimal design
high risk
stochastic dynamic programming
optimality criteria
decision making