1.

Record Nr.

UNINA9910522558003321

Autore

Cursi Eduardo Souza de

Titolo

Uncertainty Quantification and Stochastic Modelling with EXCEL / / by Eduardo Souza de Cursi

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022

ISBN

9783030777579

9783030777562

Edizione

[1st ed. 2022.]

Descrizione fisica

1 online resource (536 pages)

Collana

Springer Texts in Business and Economics, , 2192-4341

Disciplina

519.2

Soggetti

Operations research

Econometrics

Mathematical optimization

Mathematics - Philosophy

Probabilities

Operations Research and Decision Theory

Quantitative Economics

Discrete Optimization

Philosophy of Mathematics

Probability Theory

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Chapter 1: Some tips to use EXCEL -- Chapter 2: Some useful Numerical Methods -- Chapter 3: Probabilities with EXCEL -- Chapter 4: Stochastic Processes -- Chapter 5: Representation of Random Variables -- Chapter 6: Uncertain Algebraic Equations -- Chapter 7: Random Differential Equations -- Chapter 8: UQ in Game Theory -- Chapter 9: Optimization under uncertainty -- Chapter 10: Reliability -- Bibliography -- Index.

Sommario/riassunto

This book presents techniques for determining uncertainties in numerical solutions with applications in the fields of business administration, civil engineering, and economics, using Excel as a computational tool. Also included are solutions to uncertainty problems



involving stochastic methods. The list of topics specially covered in this volume includes linear and nonlinear programming, Lagrange multipliers (for sensitivity), multi objective optimization, and Game Theory, as well as linear algebraic equations, and probability and statistics. The book also provides a selection of numerical methods developed for Excel, in order to enhance readers’ understanding. As such, it offers a valuable guide for all graduate and undergraduate students in the fields of economics, business administration, civil engineering, and others that rely on Excel as a research tool.