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Multistage Stochastic Optimization|Georg Ch Pflug

Multistage Stochastic Optimization

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Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9783319088426
  • ISBN-10: 3319088424
  • Publisher: Springer
  • Publish Date: November 2014
  • Dimensions: 9.21 x 6.14 x 0.75 inches
  • Shipping Weight: 1.36 pounds
  • Page Count: 301

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