An edition of Multistage Stochastic Optimization (2014)

Multistage Stochastic Optimization

Multistage Stochastic Optimization
Georg Ch Pflug, Alois Pichler, ...
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Last edited by ImportBot
February 27, 2022 | History
An edition of Multistage Stochastic Optimization (2014)

Multistage Stochastic Optimization

Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization.  It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book

Publish Date
Language
English

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Edition Availability
Cover of: Multistage Stochastic Optimization
Multistage Stochastic Optimization
2016, Springer International Publishing AG
in English
Cover of: Multistage Stochastic Optimization
Multistage Stochastic Optimization
2014, Springer
in English
Cover of: Multistage Stochastic Optimization
Multistage Stochastic Optimization
2014, Springer International Publishing AG
in English

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Book Details


Classifications

Library of Congress
T57.6-.97

The Physical Object

Pagination
xiv, 301
Weight
4.803

ID Numbers

Open Library
OL37268285M
ISBN 13
9783319382678

Source records

Better World Books record

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February 27, 2022 Created by ImportBot Imported from Better World Books record