Multistage Stochastic Optimization

• Κύριοι συγγραφείς: Pflug, Georg Ch (Συγγραφέας), Pichler, Alois (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Σειρά: Springer Series in Operations Research and Financial Engineering,
• Θέματα: Business.; Operations research.; Decision making.; Mathematical optimization.; Management science.; Business and Management.; Operation Research/Decision Theory.; Operations Research, Management Science.; 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...