Multistage Stochastic Optimization PDF
By:Georg Ch. Pflug,Alois Pichler
Published on 2014-11-12 by Springer
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.
This Book was ranked at 12 by Google Books for keyword Insurance Liability novel.
Book ID of Multistage Stochastic Optimization's Books is q_VWBQAAQBAJ, Book which was written byGeorg Ch. Pflug,Alois Pichlerhave ETAG "0gi8VcIHY+k"
Book which was published by Springer since 2014-11-12 have ISBNs, ISBN 13 Code is 9783319088433 and ISBN 10 Code is 3319088432
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Book which have "301 Pages" is Printed at BOOK under CategoryBusiness and Economics
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