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Can I read Multistage Stochastic Optimization (Springer Series in Operations Research and Financial Engineering) on EtoBox?
Multistage Stochastic Optimization (Springer Series in Operations Research and Financial Engineering) by Georg Ch. Pflug, Alois Pichler (auth.) is a nonfiction available to read on EtoBox.
What is Multistage Stochastic Optimization (Springer Series in Operations Research and Financial Engineering) about?
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. Erscheinungsdatum: 27.11.2014
Who reads Multistage Stochastic Optimization (Springer Series in Operations Research and Financial Engineering)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Georg Ch. Pflug, Alois Pichler (auth.)
- Publisher
- Springer International Publishing AG
- Published
- 2014
- Language
- EN
- ISBN
- 9783319088433
- Category
- nonfiction
- Subjects
- Business, Science, Technology
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