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Multistage Stochastic Optimization

Provides the first comprehensive treatment of multistage stochastic decision problems;
Presents a rigorous treatment of scenario generation methods using distance concepts;
Contains new concepts of time-consistent decision making;
Showcases the influence of model ambiguity to the decision process


Target Group:


Cite as:
Pflug, Georg & Pichler, Alois. (2016). Multistage Stochastic Optimization. 10.1007/978-3-319-08843-3.

Author of the review:
Ivo Nowak
HAW Hamburg


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