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...
| Main Authors: | Pflug, Georg Ch (Author), Pichler, Alois (Author) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
|
| Series: | Springer Series in Operations Research and Financial Engineering,
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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