Título: Multistage Stochastic Optimization - Springer Series on Operations Research and Financial Engineering
Autor: Georg Ch. Pflug, Alois Pichler
Sinopse: 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. Acabamento: Hardcover. Peso: 336g. Dimensões: 23 x 16 x 1.
Contexto da obra
Dentro do catálogo, este livro pode ser situado a partir do tema, da autoria e da proposta editorial. “Multistage Stochastic Optimization – Springer Series on Operations Research and Financial Engineering”, de Georg Ch. Pflug, Alois Pichler, publicado pela editora Springer *, em 2014 e com 301 páginas, integra a categoria Economia Geral. Esse enquadramento pode tornar mais clara a proposta do livro e o tipo de interesse que ele costuma despertar.
Editora: Springer *
Páginas: 301
Ano: 2014
Edição:
Linguagem: Inglês
ISBN:
ISBN13: 9783319088426
