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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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Pflug, Georg Ch (Auteur), Pichler, Alois (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Cham : Springer International Publishing : Imprint: Springer, 2014.
Édition:1st ed. 2014.
Collection:Springer Series in Operations Research and Financial Engineering,
Sujets:
Operations research.
Management science.
Mathematical optimization.
Operations Research and Decision Theory.
Operations Research, Management Science .
Optimization.
Accès en ligne:Texto Completo
Table des matières:
  • 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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