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Více informací o knize Multistage Stochastic Optimization

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• Anotace
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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Business & management Operational research

• Plný název: Multistage Stochastic Optimization
• Autor: Georg Ch. Pflug, Alois Pichler
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 301
• EAN: 9783319382678
• ISBN: 3319382675
• ID: 13633666
• Nakladatelství: Springer International Publishing AG
• Hmotnost: 4803 g
• Rozměry: 235 × 155 × 18 mm
• Datum vydání: 03. August 2016

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