Springer Series in Operations Research and Financial Engineering - 9783319088426 - Multistage Stochastic Optimization (springer Series in Operations Research and Financial Engineering) by Pflug, Georg Ch.; Pichler, Alois (12 results)
Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Condition: New. pp. 274.
Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Hardcover. Condition: Brand New. 2014 edition. 274 pages. 9.50x6.50x1.00 inches. In Stock.
Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Language: English
Published by Springer, Springer Nov 2014, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Buch. Condition: Neu. 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 pl…anning 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.
Language: English
Published by Springer International Publishing, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
- Print on Demand
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides the first comprehensive treatment of multistage stochastic decision problemsPresents a rigorous treatment of scenario generation methods using distance concepts Contains new concepts of time-consist…ent decision makingShowcas.
Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Buch. Condition: Neu. Multistage Stochastic Optimization | Georg Ch. Pflug (u. a.) | Buch | Springer Series in Operations Research and Financial Engineering | xiv | Englisch | 2014 | Springer | EAN 9783319088426 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[a…t]springer[dot]com | Anbieter: preigu Print on Demand.
Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
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Condition: New. Print on Demand pp. 274.
Language: English
Published by Springer, Springer Nov 2014, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
- Print on Demand
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Buch. Condition: Neu. 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 planni…ng 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.
Language: English
Published by Springer, 2014
Series: Book 28 of 43 - Springer Series in Operations Research and Financial Engineering
- Hardcover
- Print on Demand
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Condition: New. PRINT ON DEMAND pp. 274.
