Kaikki kirjat 25 % alennuksella koodilla: BOOKS

  • check Yli 10 miljoonaa kirjaa
  • check Uutuuksia joka päivä
  • check Yli 1 miljoona asiakasta luottaa meihin
  • check Hyvät hinnat ja alennukset
  • check Toimitus koko Eurooppaan

Multistage Stochastic Optimization - Alois Pichler,Georg Ch. Pflug

englanti
2014-11-27
190,56 € 254,08 €

-25% koodilla BOOKS

Toimittajalla varastossa

Toimitus 17-23 arkipäivässä

30 päivän palautusoikeus

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 ... Täydellinen kuvaus

Saatat myös pitää

Kuvaus

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.

Lisätietoja

Kirjoittaja Alois Pichler, Georg Ch. Pflug
Julkaisija Springer Nature Switzerland
Series Springer Series in Operations Research and Financial Engineering
Julkaisuvuosi 2014
Kannen tyyppi Kovakantinen
EAN 9783319088426
Kirjoita oma arvostelusi
Arvostelet: Multistage Stochastic Optimization
Arvostelusi:

Goodreads-arvostelut

190,56 € 254,08 €