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Springer Multistage Stochastic Optimization Textbook

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Description

Explore advanced decision-making under uncertainty with Multistage Stochastic Optimization from the Springer Series in Operations Research and Financial Engineering. This comprehensive text provides a deep dive into modern techniques used to manage long-term planning horizons across various sectors. Whether you are working in finance, insurance, energy production, or logistics, this book offers the mathematical foundations needed to master complex problems. It covers essential topics including approximation theory, practical algorithms, and methods for generating and handling scenario trees. The content places a specific focus on the estimation and bounding of models, making it an essential resource for professionals and students studying optimization and mathematical modeling.

Key Features

This Springer publication provides a comprehensive treatment of current state of the art multistage stochastic optimization.

The text covers mathematical backgrounds of approximation theory for solving complex decision situations.

Learn practical algorithms and methods for the generation and handling of scenario trees.

The book includes specific focus on the estimation and bounding of models to improve accuracy.

Applications are detailed for sectors including finance, insurance, energy production, logistics, and transportation.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
23 August 2016
Listed Since
21 July 2016

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