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Kniha Multistage Stochastic Optimization Georg Pflug

Multistage Stochastic Optimization

Autor: Georg Pflug, Alois Pichler
Jazyk: Angličtina
Vazba: Pevná
Vydavatel: Springer International Publishing AG
Dostupnost: Skladem u dodavatele
Odesíláme za 10-18 dnů
3 278 Kč
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy produc...

Informace o knize

Autor
Georg Pflug, Alois Pichler
Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2014
Stránek
301
EAN
9783319088426
ISBN
3319088424
Enbook ID
02775212
Vydavatel
Springer International Publishing AG
Hmotnost
5974
Rozměry
155 x 235 x 23

Kompletní 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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