Multistage Stochastic Optimization (Record no. 209087)
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000 -LEADER | |
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fixed length control field | 02867nam a22005175i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-319-08843-3 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20160302172931.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 141112s2014 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783319088433 |
-- | 978-3-319-08843-3 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-319-08843-3 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | HD30.23 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | KJT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | KJMD |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | BUS049000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 658.40301 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Pflug, Georg Ch. |
Relator term | author. |
245 10 - TITLE STATEMENT | |
Title | Multistage Stochastic Optimization |
Medium | [electronic resource] / |
Statement of responsibility, etc. | by Georg Ch. Pflug, Alois Pichler. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Cham : |
Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
-- | Imprint: Springer, |
Date of production, publication, distribution, manufacture, or copyright notice | 2014. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XIV, 301 p. 81 illus. |
Other physical details | online resource. |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS | |
File type | text file |
Encoding format | |
Source | rda |
490 1# - SERIES STATEMENT | |
Series statement | Springer Series in Operations Research and Financial Engineering, |
International Standard Serial Number | 1431-8598 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 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. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | 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 of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Business. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Operations research. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Decision making. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematical optimization. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Management science. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Business and Management. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Operation Research/Decision Theory. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Operations Research, Management Science. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Optimization. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Pichler, Alois. |
Relator term | author. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783319088426 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Springer Series in Operations Research and Financial Engineering, |
International Standard Serial Number | 1431-8598 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-319-08843-3">http://dx.doi.org/10.1007/978-3-319-08843-3</a> |
912 ## - | |
-- | ZDB-2-SMA |
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