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Multistage Stochastic optimization
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...
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Main Authors: | , |
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Corporate Author: | |
Format: | eBook |
Language: | English |
Published: |
Cham :
Springer,
[2014]
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Series: | Springer series in operations research.
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Physical Description: |
1 online resource (xiv, 301 pages) : illustrations. |
Subjects: | |
Online Access: | SpringerLink - Click here for access |
Contents:
- Introduction
- The Nested Distance
- Risk and Utility Functionals
- From Data to Models
- Time Consistency
- Approximations and Bounds
- The Problem of Ambiguity in Stochastic Optimization
- Examples.