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Stochastic Modeling in Economics and Finance
Hardcover
Series: Applied Optimization, Book 75
EconomicsMedical ReferencePhysics
ISBN13: 9781402008405
Publisher: Springer Nature
Published: Aug 31 2002
Pages: 386
Weight: 1.68
Height: 1.02 Width: 7.04 Depth: 9.14
Language: English
Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.
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