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1
Selected Problems of Stochastic Optimisation under Uncertainty
DE HC NWISBN: 9783330013803 bzw. 333001380X, in Deutsch, Lap Lambert Academic Publishing, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei innerhalb von Deutschland.
In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints. Lieferzeit 1-2 Werktage.
In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints. Lieferzeit 1-2 Werktage.
2
Symbolbild
Selected Problems of Stochastic Optimisation under Uncertainty
EN PB NWISBN: 9783330013803 bzw. 333001380X, in Englisch, LAP Lambert Academic Publishing, Taschenbuch, neu.
In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints.
3
Selected Problems of Stochastic Optimisation under Uncertainty
DE NWISBN: 9783330013803 bzw. 333001380X, in Deutsch, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Lieferzeit: 11 Tage, zzgl. Versandkosten.
In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints.
In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints.
4
Selected Problems of Stochastic Optimisation under Uncertainty
DE PB NWISBN: 9783330013803 bzw. 333001380X, in Deutsch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Selected Problems of Stochastic Optimisation under Uncertainty: In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints. Englisch, Taschenbuch.
Selected Problems of Stochastic Optimisation under Uncertainty: In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints. Englisch, Taschenbuch.
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Selected Problems of Stochastic Optimisation under Uncertainty (2016)
EN PB NWISBN: 9783330013803 bzw. 333001380X, in Englisch, 120 Seiten, LAP LAMBERT Academic Publishing, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours.
Von Händler/Antiquariat, Amazon.com.
In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints. Paperback, التسمية: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, مجموعة المنتجات: Book, ونشرت: 2016-11-25, تاريخ الإصدار: 2016-11-25, ستوديو: LAP LAMBERT Academic Publishing, رتبة المبيعات: 8216667.
Von Händler/Antiquariat, Amazon.com.
In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal with stochastic dominance, and apply these results in optimisation problems which arise from gas storage valuation. We use stochastic dynamic programming for solving this problem and deal with different price models, such as discretised price model with the stable transition matrix estimated from observations, Ornstein-Uhlenbeck, AR(1)- GARCH(1,1) models, etc. We take into account the feature that some European gas storage units are connected to several markets and translate it into our optimisation procedures. We also explore the role of tails in the problem of gas storage valuation and offer approaches for including stochastic dominance constraints. Paperback, التسمية: LAP LAMBERT Academic Publishing, LAP LAMBERT Academic Publishing, مجموعة المنتجات: Book, ونشرت: 2016-11-25, تاريخ الإصدار: 2016-11-25, ستوديو: LAP LAMBERT Academic Publishing, رتبة المبيعات: 8216667.
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Symbolbild
Selected Problems of Stochastic Optimisation under Uncertainty (2016)
DE PB NW RPISBN: 9783330013803 bzw. 333001380X, in Deutsch, Lap Lambert Academic Publishing, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, English-Book-Service Mannheim [1048135], Mannheim, Germany.
This item is printed on demand for shipment within 3 working days.
Von Händler/Antiquariat, English-Book-Service Mannheim [1048135], Mannheim, Germany.
This item is printed on demand for shipment within 3 working days.
7
Selected Problems of Stochastic Optimisation under Uncertainty (2016)
DE PB NWISBN: 9783330013803 bzw. 333001380X, in Deutsch, Taschenbuch, neu.
Lieferung aus: Deutschland, Next Day, Versandkostenfrei.
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Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Selected Problems of Stochastic Optimisation under Uncertainty
DE NWISBN: 9783330013803 bzw. 333001380X, in Deutsch, neu.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, نوع التسليم: Free, التسليم: Vereinigtes Königreich Großbritannien und Nordirland, موقع العرض: United Kingdom, الشحن المجاني.
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