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    MULTISTAGE STOCHASTIC OPTIMIZATION-SPRINGER SERIES ON OPERATIONS RESEARCH AND FINANCIAL ENGINEERING
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    751434

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    Sinopse

    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.
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    Especificações

    ISBN9783319088426
    Livro disponível - pronta entregaNão
    IdiomaInglês
    Tipo itemLivro Importado
    Número de páginas301
    Número da ediçãoEDIÇÃO - 2014
    Código Interno751434
    Código de barras9783319088426
    AcabamentoHARDCOVER
    AutorPFLUG, GEORG CH. | PICHLER, ALOIS
    EditoraSPRINGER
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