Multistage Stochastic Optimization

Language: English

Published by Springer, Springer Aug 2016, 2016

3319382675 / 9783319382678

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

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This item is printed on demand - Print on Demand Titel. 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 forthe 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 fromelectricity production, asset liability management and inventory control concludes the book.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 316 pp. Englisch.

Seller Inventory # 9783319382678

Title
Multistage Stochastic Optimization
Author
Georg Ch. Pflug
Publisher
Springer, Springer Aug 2016
Publication year
2016
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3319382675
ISBN 13
9783319382678
Item weight
482 grams
Dimensions
235x155x18 mm
Series
Book 28 of 43: Springer Series in Operations Research and Financial Engineering

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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