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000717123 020__ $$a9783319088433$$qelectronic book
000717123 020__ $$a3319088432$$qelectronic book
000717123 020__ $$z9783319088426
000717123 020__ $$z3319088424
000717123 0247_ $$a10.1007/978-3-319-08843-3$$2doi
000717123 035__ $$aSP(OCoLC)ocn895254796
000717123 035__ $$a717123
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000717123 049__ $$aISEA
000717123 050_4 $$aT57.32
000717123 08204 $$a519.23$$223
000717123 1001_ $$aPflug, Georg Ch.,$$d1951-$$eauthor.
000717123 24510 $$aMultistage Stochastic optimization$$h[electronic resource] /$$cGeorg Ch. Pflug, Alois Pichler.
000717123 264_1 $$aCham :$$bSpringer,$$c[2014]
000717123 264_4 $$c©2014
000717123 300__ $$a1 online resource (xiv, 301 pages) :$$billustrations.
000717123 336__ $$atext$$btxt$$2rdacontent
000717123 337__ $$acomputer$$bc$$2rdamedia
000717123 338__ $$aonline resource$$bcr$$2rdacarrier
000717123 4901_ $$aSpringer Series in Operations Research and Financial Engineering,$$x1431-8598
000717123 504__ $$aIncludes bibliographical references and index.
000717123 5050_ $$aIntroduction -- The Nested Distance -- Risk and Utility Functionals -- From Data to Models -- Time Consistency -- Approximations and Bounds -- The Problem of Ambiguity in Stochastic Optimization -- Examples.
000717123 506__ $$aAccess limited to authorized users.
000717123 520__ $$aMultistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today?s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
000717123 650_0 $$aStochastic processes.
000717123 650_0 $$aMathematical optimization.
000717123 7001_ $$aPichler, Alois,$$eauthor.
000717123 77608 $$iPrint version:$$z9783319088426
000717123 830_0 $$aSpringer series in operations research.
000717123 85280 $$bebk$$hSpringerLink
000717123 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://dx.doi.org/10.1007/978-3-319-08843-3$$zOnline Access
000717123 909CO $$ooai:library.usi.edu:717123$$pGLOBAL_SET
000717123 980__ $$aEBOOK
000717123 980__ $$aBIB
000717123 982__ $$aEbook
000717123 983__ $$aOnline
000717123 994__ $$a92$$bISE