Multistage stochastic optimization:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham [u.a.]
Springer
2014
|
| Schriftenreihe: | Springer series in operations research and financial engineering
|
| Schlagworte: | |
| Online-Zugang: | BTU01 FRO01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783319088426 9783319088433 |
| DOI: | 10.1007/978-3-319-08843-3 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804152744353726464 |
|---|---|
| adam_text | MULTISTAGE STOCHASTIC OPTIMIZATION
/ PFLUG, GEORG CH
: 2014
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
MULTISTAGE STOCHASTIC OPTIMIZATION
/ PFLUG, GEORG CH
: 2014
ABSTRACT / INHALTSTEXT
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 FORTHE 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
FROMELECTRICITY PRODUCTION, ASSET LIABILITY MANAGEMENT AND INVENTORY
CONTROL CONCLUDES THE BOOK
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Pflug, Georg 1951- Pichler, Alois |
| author_GND | (DE-588)115267670 |
| author_facet | Pflug, Georg 1951- Pichler, Alois |
| author_role | aut aut |
| author_sort | Pflug, Georg 1951- |
| author_variant | g p gp a p ap |
| building | Verbundindex |
| bvnumber | BV042218294 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA |
| ctrlnum | (OCoLC)1074965323 (DE-599)DNB1060827719 |
| dewey-full | 510 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 510 - Mathematics |
| dewey-raw | 510 |
| dewey-search | 510 |
| dewey-sort | 3510 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-319-08843-3 |
| format | Electronic eBook |
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| spelling | Pflug, Georg 1951- Verfasser (DE-588)115267670 aut Multistage stochastic optimization Georg Ch. Pflug ; Alois Pichler Cham [u.a.] Springer 2014 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Springer series in operations research and financial engineering Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf Statistische Entscheidungstheorie (DE-588)4077850-2 gnd rswk-swf Electronic book text Statistische Entscheidungstheorie (DE-588)4077850-2 s Stochastische Optimierung (DE-588)4057625-5 s 1\p DE-604 Pichler, Alois Verfasser aut https://doi.org/10.1007/978-3-319-08843-3 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027656847&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027656847&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Pflug, Georg 1951- Pichler, Alois Multistage stochastic optimization Stochastische Optimierung (DE-588)4057625-5 gnd Statistische Entscheidungstheorie (DE-588)4077850-2 gnd |
| subject_GND | (DE-588)4057625-5 (DE-588)4077850-2 |
| title | Multistage stochastic optimization |
| title_auth | Multistage stochastic optimization |
| title_exact_search | Multistage stochastic optimization |
| title_full | Multistage stochastic optimization Georg Ch. Pflug ; Alois Pichler |
| title_fullStr | Multistage stochastic optimization Georg Ch. Pflug ; Alois Pichler |
| title_full_unstemmed | Multistage stochastic optimization Georg Ch. Pflug ; Alois Pichler |
| title_short | Multistage stochastic optimization |
| title_sort | multistage stochastic optimization |
| topic | Stochastische Optimierung (DE-588)4057625-5 gnd Statistische Entscheidungstheorie (DE-588)4077850-2 gnd |
| topic_facet | Stochastische Optimierung Statistische Entscheidungstheorie |
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