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Multistage stochastic optimization
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...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2014
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-08843-3 http://cds.cern.ch/record/1973504 |