Overview
- Presents the theory and methodology of uncertainty quantification, with applications in R and Python
- Uses R and Python to solve complex, multivariate problems
- Emphasizes practical applications of uncertainty quantification techniques for management and planning
Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 335)
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About this book
This book is a rigorous but practical presentation of the techniques of uncertainty quantification, with applications in R and Python. This volume includes mathematical arguments at the level necessary to make the presentation rigorous and the assumptions clearly established, while maintaining a focus on practical applications of uncertainty quantification methods. Practical aspects of applied probability are also discussed, making the content accessible to students. The introduction of R and Python allows the reader to solve more complex problems involving a more significant number of variables. Users will be able to use examples laid out in the text to solve medium-sized problems.
The list of topics covered in this volume includes linear and nonlinear programming, Lagrange multipliers (for sensitivity), multi-objective optimization, game theory, as well as linear algebraic equations, and probability and statistics. Blending theoretical rigor and practical applications, this volume will be of interest to professionals, researchers, graduate and undergraduate students interested in the use of uncertainty quantification techniques within the framework of operations research and mathematical programming, for applications in management and planning.
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Table of contents (9 chapters)
Authors and Affiliations
About the author
Eduardo Souza De Cursi is a professor at the National Institute for Applied Sciences (INSA) in Rouen, France, where he serves as Dean of International Affairs and Director of the Laboratory of Mechanics of Normandy. He is also the Editor-in-Chief of "Computational and Applied Mathematics", a journal of the Brazilian Society of Computational and Applied Mathematics that is published with Springer. Prof. De Cursi holds a PhD in Sciences/Mathematics from the Université Des Sciences et Techniques Du Languedoc, USTL, France, and has over 35 years’ experience in research, teaching and technology transfer.
Bibliographic Information
Book Title: Uncertainty Quantification using R
Authors: Eduardo Souza de Cursi
Series Title: International Series in Operations Research & Management Science
DOI: https://doi.org/10.1007/978-3-031-17785-9
Publisher: Springer Cham
eBook Packages: Business and Management, Business and Management (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2023
Hardcover ISBN: 978-3-031-17784-2Published: 23 February 2023
Softcover ISBN: 978-3-031-17787-3Published: 24 February 2024
eBook ISBN: 978-3-031-17785-9Published: 22 February 2023
Series ISSN: 0884-8289
Series E-ISSN: 2214-7934
Edition Number: 1
Number of Pages: X, 766
Number of Illustrations: 65 b/w illustrations, 920 illustrations in colour
Topics: Operations Research/Decision Theory, Probability Theory and Stochastic Processes, Discrete Optimization