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 ...
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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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Add this copy of Multistage Stochastic Optimization (Springer Series in to cart. $109.95, very good condition, Sold by Salish Sea Books rated 5.0 out of 5 stars, ships from Bellingham, WA, UNITED STATES, published 2014 by Springer-Verlag Publishing.
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Very Good++; Hardcover; Covers are still glossy; Unblemished textblock edges; The endpapers and all text pages are bright and unmarked; Binding is tight with a straight spine; This book will be shipped in a sturdy cardboard box with foam padding; Medium Format (8.5"-9.75" tall); Yellow covers with title in red lettering; 2014, Springer-Verlag Publishing; 301 pages; "Multistage Stochastic Optimization (Springer Series in Operations Research and Financial Engineering), " by Georg Ch. Pflug & Alois Pichler.
Add this copy of Multistage Stochastic Optimization (Springer Series in to cart. $118.62, very good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2014 by Springer.
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Fine. Sewn binding. Cloth over boards. 301 p. Contains: Unspecified, Illustrations, black & white. Springer Operations Research and Financial Engineering. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
