Książka Multistage Stochastic Optimization Georg Pflug

Multistage Stochastic Optimization

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
574.30
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy produc...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2014
strony
301
EAN
9783319088426
ISBN
3319088424
Enbook ID
02775212
Waga
5974
Wymiary
155 x 235 x 23

Pełny opis

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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