Téléchargez le livre : Multistage Stochastic Optimization

Multistage Stochastic Optimization

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Éditeur :

Springer


Collection :

Springer Series in Operations Research and Financial Engineering

Paru le : 2014-11-12

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Description
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.
Pages
301 pages
Collection
Springer Series in Operations Research and Financial Engineering
Parution
2014-11-12
Marque
Springer
EAN papier
9783319088426
EAN EPUB
9783319088433
Informations sur l'ebook
Nombre pages copiables
3
Nombre pages imprimables
30
Taille du fichier
5601 Ko
Prix
137,14 €

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