Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming

Paperback Engels 2009 2009e druk 9783834809216
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees.

Specificaties

ISBN13:9783834809216
Taal:Engels
Bindwijze:paperback
Aantal pagina's:184
Druk:2009

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

Stability of Multistage Stochastic Programs.- Recombining Trees for Multistage Stochastic Programs.- Scenario Reduction with Respect to Discrepancy Distances.

Managementboek Top 100

Rubrieken

    Personen

      Trefwoorden

        Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming