书目名称 | Stochastic Optimization Methods in Finance and Energy |
副标题 | New Financial Produc |
编辑 | Marida Bertocchi,Giorgio Consigli,Michael A. H. De |
视频video | http://file.papertrans.cn/879/878063/878063.mp4 |
概述 | First collection of real-world case studies formulated and solved as multistage stochastic programs in both the energy and financial sectors.Extended analysis of new financial products and related dyn |
丛书名称 | International Series in Operations Research & Management Science |
图书封面 |  |
描述 | .This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of stochastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision problems..After the recent widespread liberalization of the energy sector in Europe and the unprecedented growth of energy prices in international commodity markets, we have witnessed a significant convergence of strategic decision problems in the energy and financial sectors. This has often resulted in common open issues and has induced a remarkable effort by the industrial and scientific communities to facilitate the adoption of advanced analytical and decision tools. The main concerns of the financial community over the last decade have suddenly penetrated the energy sector inducing a remarkable scientific and practical effort to address previously unforeseeable management problems. .Stochastic Optimization Methods |
出版日期 | Book 2011 |
关键词 | Energy Markets; Equilibrium; Finance; Operations Research; Stochastic Optimization |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4419-9586-5 |
isbn_softcover | 978-1-4614-3027-8 |
isbn_ebook | 978-1-4419-9586-5Series ISSN 0884-8289 Series E-ISSN 2214-7934 |
issn_series | 0884-8289 |
copyright | Springer Science+Business Media, LLC 2011 |