Multistage Stochastic Optimization

Language: English

Published by Springer, Springer Nov 2014, 2014

3319088424 / 9783319088426

Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 316 pp. Englisch.

Seller Inventory # 9783319088426

Title
Multistage Stochastic Optimization
Author
Georg Ch. Pflug
Publisher
Springer, Springer Nov 2014
Publication year
2014
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3319088424
ISBN 13
9783319088426
Item weight
641 grams
Dimensions
241x160x23 mm
Series
Book 28 of 43: Springer Series in Operations Research and Financial Engineering

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.74US$ 26.74
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BuchWeltWeit Ludwig Meier e.K.

Germany