Multistage Stochastic Optimization
Pflug, Georg Ch, Pichler, Alois
- 出版商: Springer
- 出版日期: 2014-11-27
- 售價: $5,590
- 貴賓價: 9.5 折 $5,311
- 語言: 英文
- 頁數: 301
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 3319088424
- ISBN-13: 9783319088426
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商品描述
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.
作者簡介
Georg Pflug is full professor of Statistics and Operations Research at the University of Vienna, Austria. He got a PhD in Mathematics from the University of Vienna and was Professor of Mathematics at the University of Giessen, Germany, before joining the University of Vienna as a full professor. He is author of 4 books and more than 80 peer reviewed articles. He is also editor of several books and special issues of journals.
Alois Pichler holds a PhD in economic sciences and master degrees in mathematics and physics. He has gathered business experience in different positions in the insurance and banking industry, including managerial positions. He is with the Norwegian University of Science and Technology and his scientific work is dedicated to mathematical properties of risk measures with a particular focus on their relation to insurance, and to optimization under uncertainty.
