Noch Fragen? 0800 / 33 82 637

Multistage Stochastic Optimization

Produktform: Buch / Einband - flex.(Paperback)

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.weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Sprache(n): Englisch

ISBN: 978-3-319-38267-8 / 978-3319382678 / 9783319382678

Verlag: Springer International Publishing

Erscheinungsdatum: 23.08.2016

Seiten: 301

Auflage: 1

Autor(en): Georg Ch. Pflug, Alois Pichler

139,09 € inkl. MwSt.
kostenloser Versand

lieferbar - Lieferzeit 10-15 Werktage

zurück