Isbn: 9783319088426 - multistage stochastic optimization (springer series in operations research and financial engineering) (11 resultados)

Condición: New. In English.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Condición: New. pp. 274.

Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condición: Brand New. 2014 edition. 274 pages. 9.50x6.50x1.00 inches. In Stock.

Condición: new. Questo è un articolo print on demand.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 316 pp. Englisch.…

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides the first comprehensive treatment of multistage stochastic decision problemsPresents a rigorous treatment of scenario generation methods using distance concepts Contains new concepts of time-consistent decision makingShowcas.…

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 forthe 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 fromelectricity production, asset liability management and inventory control concludes the book.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 316 pp. Englisch.…

Condición: New. Print on Demand pp. 274.

Condición: New. PRINT ON DEMAND pp. 274.