Multistage Stochastic Optimization

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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Pflug, Georg Ch (Author), Pichler, Alois (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edition:1st ed. 2014.
Series:Springer Series in Operations Research and Financial Engineering,
Subjects:
Operations research.
Management science.
Mathematical optimization.
Operations Research and Decision Theory.
Operations Research, Management Science .
Optimization.
Online Access:Texto Completo
Table of Contents:
  • Introduction
  • The Nested Distance
  • Risk and Utility Functionals
  • From Data to Models
  • Time Consistency
  • Approximations and Bounds
  • The Problem of Ambiguity in Stochastic Optimization
  • Examples.

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