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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Bibliographic Details
Main Authors: Pflug, Georg Ch., 1951- (Author), Pichler, Alois (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer, [2014]
Series:Springer series in operations research.
Physical Description:
1 online resource (xiv, 301 pages) : illustrations.
Subjects:
Stochastic processes.
Mathematical optimization.
operationeel onderzoek.
operations research.
bedrijfswetenschap.
management science.
economie.
economics.
optimalisatie.
optimization.
Management studies, Business Administration, Organizational Science (General)
Economics (General)
Management, bedrijfskunde, organisatiekunde (algemeen)
Economie (algemeen)
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.

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