Multistage Stochastic Optimization
Gebonden Engels 2014 2014e druk 9783319088426Samenvatting
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 algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book.
Specificaties
Lezersrecensies
Inhoudsopgave
Anderen die dit kochten, kochten ook
-
Kees Gelderman€ 76,95 -
John Manners-Bell€ 70,29
-
Lee Krajewski€ 90,94
-
Brigitte Faber-de Lange€ 77,95
-
Mark Berg€ 59,95
-
Jeroen van de Rijt€ 39,00
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan