Multistage Stochastic optimization / Georg Ch. Pflug, Alois Pichler.

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...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Pflug, Georg Ch., 1951- (Author), Pichler, Alois (Author)
Format:	eBook
Language:	English
Published:	Cham : Springer, [2014]
Series:	Springer series in operations research.
Subjects:	Stochastic processes. Mathematical optimization.