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Kniha Multistage Stochastic Optimization Georg Pflug

Multistage Stochastic Optimization

Autor: Georg Pflug, Alois Pichler
Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Springer International Publishing AG
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-18 dní
142.59 €
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy produc...

Informácie o knihe

Autor
Georg Pflug, Alois Pichler
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2014
Stránok
301
EAN
9783319088426
ISBN
3319088424
Enbook ID
02775212
Vydavateľ
Springer International Publishing AG
Hmotnosť
5974
Rozmery
155 x 235 x 23

Kompletný popis

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.

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