Könyv Multistage Stochastic Optimization Georg Pflug

Multistage Stochastic Optimization

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
53 014 Ft
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy produc...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2014
oldal
301
EAN
9783319088426
ISBN
3319088424
Enbook ID
02775212
Súly
5974
Méretek
155 x 235 x 23

Teljes leírás

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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