| 书目名称 | Multistage Stochastic Optimization |
| 编辑 | Georg Ch. Pflug,Alois Pichler |
| 视频video | |
| 概述 | Provides the first comprehensive treatment of multistage stochastic decision problems.Presents a rigorous treatment of scenario generation methods using distance concepts.Contains new concepts of time |
| 丛书名称 | Springer Series in Operations Research and Financial Engineering |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2014 |
| 关键词 | Distributionally robust decisions; Model ambiguity; Multistage decisions; Scenario generation; Stochasti |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-08843-3 |
| isbn_softcover | 978-3-319-38267-8 |
| isbn_ebook | 978-3-319-08843-3Series ISSN 1431-8598 Series E-ISSN 2197-1773 |
| issn_series | 1431-8598 |
| copyright | Springer International Publishing Switzerland 2014 |
发表于 2025-3-21 16:47:54
