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Stochastic Modeling in Economics and Finance
Paperback
Series: Applied Optimization, Book 75
EconomicsMedical ReferencePhysics
ISBN13: 9781441952318
Publisher: Springer Nature
Published: Dec 7 2010
Pages: 386
Weight: 1.24
Height: 0.82 Width: 6.14 Depth: 9.21
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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