Multistage Stochastic Optimization(Springer Series in Operations Research and Financial Engineering)

多阶段随机优化

数量经济学

原   价:
1328.00
售   价:
1062.00
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平台大促 低至8折优惠
发货周期:预计8-10周发货
作      者
出版时间
2014年11月27日
装      帧
精装
ISBN
9783319088426
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页      码
301
语      种
英文
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图书简介
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.
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