Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering
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Published By Springer International Publishing

9783319088426, 9783319088433

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The Problem of Ambiguity in Stochastic Optimization

Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-3-319-08843-3_7 ◽

2014 ◽

pp. 229-255 ◽

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

Keyword(s):

Stochastic Optimization

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Time Consistency

Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-3-319-08843-3_5 ◽

2014 ◽

pp. 175-208

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

Keyword(s):

Time Consistency

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Examples

Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-3-319-08843-3_8 ◽

2014 ◽

pp. 257-273

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

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From Data to Models

Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-3-319-08843-3_4 ◽

2014 ◽

pp. 125-173

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

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Approximations and Bounds

Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-3-319-08843-3_6 ◽

2014 ◽

pp. 209-228

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

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Risk and Utility Functionals

Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-3-319-08843-3_3 ◽

2014 ◽

pp. 95-123

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

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The Nested Distance

Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-3-319-08843-3_2 ◽

2014 ◽

pp. 41-93

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

Keyword(s):

Nested Distance

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Introduction

Multistage Stochastic Optimization - Springer Series in Operations Research and Financial Engineering ◽

10.1007/978-3-319-08843-3_1 ◽

2014 ◽

pp. 1-39

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

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