Книга Multistage Stochastic Optimization Georg Pflug

Multistage Stochastic Optimization

Автор: Georg Pflug, Alois Pichler
Език: Английски език
Корици: С твърди корици
Наличност: Външен склад
Изпращаме след 10-18 дни
149.60 292.59 лв
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy produc...

Информация за книгата

Език
Английски език
Корици
Книга - С твърди корици
Издадена
2014
страници
301
EAN
9783319088426
ISBN
3319088424
Enbook ID
02775212
Теглоt
5974
Размери
155 x 235 x 23

Пълно описание

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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