Multistage Stochastic Optimization

by Alois Pichler and Georg Ch. Pflug

Book Overview

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 of today's state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical...

• Format: Hardcover
• Language: English
• ISBN: 3319088424
• ISBN13: 9783319088426
• Release Date: November 2014
• Publisher: Springer
• Length: 301 Pages
• Weight: 1.36 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"