Free delivery for orders over 69.99 euro.

Check order status

Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free

Free delivery for purchases over 69.99 €

DPD courier 5.99 € Bpost point 7.99 € Bpost 7.49 € DPD point 3.49 € GLS courier 4.99 €

Contact

How to shop

Help

My account

▸ Empty :-(

Free delivery for orders over 69.99 euro.

Selected Problems of Stochastic Optimisation under Uncertainty

Name: Selected Problems of Stochastic Optimisation under Uncertainty
Brand: LAP Lambert Academic Publishing
SKU: 15535173
Price: 29.25 EUR
Availability: InStock
Author: Vadim Omelcenko
ISBN: 9783330013803

Vadim Omelcenko

Language

English

Book Paperback

Libristo code: 15535173

Publishers LAP Lambert Academic Publishing, November 2015

In this work, we analyse heavy tailed distributions with most emphasis on stable distributions, deal... Full description

Libristo code: 15535173

71 b

29.25 €

In stock at our supplier Shipping in 5-8 days

Up to 30 days for returns

Customers also purchased

Steel ball run. Le bizzarre avventure di Jojo Hirohiko Araki

Paperback

10.65 €

Rozhovor majstra s hlúpym žiakom Boris Filan

Hardback

9.94 €

Když se řekne Fuchsoviny II Irena Fuchsová

Paperback

7.73 €

Já strom Jitka Musilová

Book

9.64 €

SI ESTO ES UNA MUJER LORENZO SILVA

Book

15.67 €

Schlotbarone, Tribünenbastler, Diamantenaugen. Band II Bernd Engel

Paperback

17.78 €

Subaru - My Dirty Mistress 02 Okamoto Lynn

Paperback

7.73 €

Peníze těch druhých Justin Cartwright

Hardback

10.65 €

Mikrotužka 0,5 - mix barev

Stationery items

1.90 €

Královna ohně Anthony Ryan

Hardback

21.10 €

Poesia completa : Edició del centenari Joan Vinyoli

Paperback

18.69 €

ARTE DE ALCALÁ ALFREDO ALCALA

Hardback

22.91 €

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.

Actress & Polyglot

EWA KASP for

Play video

Libristo has the largest selection of foreign-language books. That’s why I buy my books there.

About the book

Full name Selected Problems of Stochastic Optimisation under Uncertainty

Author Vadim Omelcenko

Language

English

Binding Book - Paperback

Date of issue 2016

Number of pages 120

EAN 9783330013803

Libristo code 15535173

Publishers LAP Lambert Academic Publishing

Weight 197

Dimensions 150 x 220 x 7

You might also be interested in

PSSA Subject Test Mathematics Grade 4: Student Practice Workbook + Two Full-Length PSSA Math Tests Math Notion

Paperback

15.97 €

Public Finance and Labor Economics in Nigeria Adesina Odufowokan

Paperback

43.42 €

The Patriot's History Reader: Essential Documents for Every American Larry Schweikart

Paperback

15.67 €

L'Enfant and the Freemasons: H. Paul Caemmer's The Life of Pierre Charles L'Enfant Guillermo de Los Reyes

Paperback

19.49 €

How to Write a Blackwood Article Edgar Allan Poe

Paperback

7.73 €

The Lizard, Ghost Mountain, and Me Niki Moore

Paperback

10.55 €

A Discourse Commemorative of the Character and Career of Hon. John Parker Hale: Delivered in the First Parish Church, Dover, N.H., on Thanksgiving Day George Burley Spalding

Paperback

12.15 €