LEADER 03641nam  22007095  450 
001 9910299970103321
005 20200701060642.0
010   $a3-319-08843-2
024 7 $a10.1007/978-3-319-08843-3
035   $a(CKB)3710000000281182
035   $a(EBL)1967816
035   $a(OCoLC)895254796
035   $a(SSID)ssj0001386631
035   $a(PQKBManifestationID)11809749
035   $a(PQKBTitleCode)TC0001386631
035   $a(PQKBWorkID)11374399
035   $a(PQKB)11081480
035   $a(MiAaPQ)EBC1967816
035   $a(DE-He213)978-3-319-08843-3
035   $a(PPN)183096479
035   $a(EXLCZ)993710000000281182
100   $a20141112d2014      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aMultistage Stochastic Optimization /$fby Georg Ch. Pflug, Alois Pichler
205   $a1st ed. 2014.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2014.
215   $a1 online resource (309 p.)
225 1 $aSpringer Series in Operations Research and Financial Engineering,$x1431-8598
300   $aDescription based upon print version of record.
311   $a3-319-08842-4 
320   $aIncludes bibliographical references and index.
327   $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.
330   $aMultistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today?s state of the art in multistage stochastic optimization.  It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book.
410  0$aSpringer Series in Operations Research and Financial Engineering,$x1431-8598
606   $aOperations research
606   $aDecision making
606   $aManagement science
606   $aMathematical optimization
606   $aOperations Research/Decision Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/521000
606   $aOperations Research, Management Science$3https://scigraph.springernature.com/ontologies/product-market-codes/M26024
606   $aOptimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26008
615  0$aOperations research.
615  0$aDecision making.
615  0$aManagement science.
615  0$aMathematical optimization.
615 14$aOperations Research/Decision Theory.
615 24$aOperations Research, Management Science.
615 24$aOptimization.
676   $a519.2
700   $aPflug$b Georg Ch$4aut$4http://id.loc.gov/vocabulary/relators/aut$0721262
702   $aPichler$b Alois$4aut$4http://id.loc.gov/vocabulary/relators/aut
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910299970103321
996   $aMultistage Stochastic Optimization$92512148
997   $aUNINA