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Titlebook: Multistage Stochastic Optimization; Georg Ch. Pflug,Alois Pichler Book 2014 Springer International Publishing Switzerland 2014 Distributio

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發(fā)表于 2025-3-21 16:47:54 | 只看該作者 |倒序瀏覽 |閱讀模式
書目名稱Multistage Stochastic Optimization
編輯Georg Ch. Pflug,Alois Pichler
視頻videohttp://file.papertrans.cn/642/641235/641235.mp4
概述Provides the first comprehensive treatment of multistage stochastic decision problems.Presents a rigorous treatment of scenario generation methods using distance concepts.Contains new concepts of time
叢書名稱Springer Series in Operations Research and Financial Engineering
圖書封面Titlebook: Multistage Stochastic Optimization;  Georg Ch. Pflug,Alois Pichler Book 2014 Springer International Publishing Switzerland 2014 Distributio
描述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.
出版日期Book 2014
關(guān)鍵詞Distributionally robust decisions; Model ambiguity; Multistage decisions; Scenario generation; Stochasti
版次1
doihttps://doi.org/10.1007/978-3-319-08843-3
isbn_softcover978-3-319-38267-8
isbn_ebook978-3-319-08843-3Series ISSN 1431-8598 Series E-ISSN 2197-1773
issn_series 1431-8598
copyrightSpringer International Publishing Switzerland 2014
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發(fā)表于 2025-3-21 22:31:20 | 只看該作者
Book 2014ong 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
板凳
發(fā)表于 2025-3-22 02:36:21 | 只看該作者
Book 2014ling 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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978-3-319-38267-8Springer International Publishing Switzerland 2014
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Springer Series in Operations Research and Financial Engineeringhttp://image.papertrans.cn/n/image/641235.jpg
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Differentiable Manifolds,d figures. As an instructive example, we prove in detail that the manifold of affine straight lines of the plane, the 2-dimensional real projective space ?P. minus a point, and the infinite M?bius strip are diffeomorphic. As important and non-trivial examples of differentiable manifolds, the real pr
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