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: | , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2014, 2014
|
| Edition: | 1st ed. 2014 |
| Series: | Springer Series in Operations Research and Financial Engineering
|
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of 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