Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies

This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a shastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of shastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision problems.

After the recen…