Multistage Stochastic optimization /
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Author / Creator: | Pflug, Georg Ch., 1951- author. |
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Imprint: | Cham : Springer, [2014] ©2014 |
Description: | 1 online resource (xiv, 301 pages) : illustrations. |
Language: | English |
Series: | Springer Series in Operations Research and Financial Engineering, 1431-8598 Springer series in operations research. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11089620 |
Table of Contents:
- 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.