Description: Multistage Stochastic Optimization, Hardcover by Pflug, Georg Ch.; Pichler, Alois, ISBN 3319088424, ISBN-13 9783319088426, Brand New, Free shipping in the US 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 th.
Price: 155.71 USD
Location: Jessup, Maryland
End Time: 2024-12-29T17:47:44.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Book Title: Multistage Stochastic Optimization
Number of Pages: Xiv, 301 Pages
Language: English
Publication Name: Multistage Stochastic Optimization
Publisher: Springer International Publishing A&G
Subject: Probability & Statistics / Stochastic Processes, Operations Research, Management Science, Optimization
Publication Year: 2014
Item Weight: 210.7 Oz
Type: Textbook
Author: Georg Pflug, Alois Pichler
Subject Area: Mathematics, Business & Economics
Item Length: 9.3 in
Series: Springer Series in Operations Research and Financial Engineering Ser.
Item Width: 6.1 in
Format: Hardcover
