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

Name: Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Brand: Springer Fachmedien Wiesbaden
SKU: 9783834809216
Price: 1147 CZK
Availability: InStock

Autor: Christian Küchler

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer Fachmedien Wiesbaden

Dostupnost: Skladem u dodavatele

Odesíláme za 5-8 dnů

1 147 Kč

Stochastic programming provides a framework for modelling, analyzing, and solving optimization probl...

Informace o knize

Autor

Christian Küchler

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2009

Stránek

186

EAN

9783834809216

ISBN

3834809217

Enbook ID

01782103

Vydavatel

Springer Fachmedien Wiesbaden

Hmotnost

230

Rozměry

148 x 210 x 10

Kompletní popis

Stochastic programming provides a framework for modelling, analyzing, and solving optimization problems with some parameters being not known up to a probability distribution. Such problems arise in a variety of applications, such as inventory control, financial planning and portfolio optimization, airline revenue management, scheduling and operation of power systems, and supply chain management. §§Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. One of these aspects is the problem of the quantitative stability of linear multistage stochastic programs under perturbations or approximations of the underlying stochastic processes. The author further presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees. The approach combines the concept of cut sharing with a specific aggregation procedure and prevents an exponentially growing number of subproblem evaluations. Convergence results and numerical properties are discussed.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

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

Informace o knize

Kompletní popis

Mohlo by vás zajímat

The Protocols of the Learned Elders of Zion

What Katy Did at School

Perfect Prey

Fancy Nancy: Tea for Two

Safe Haven

Annual Report of the Board of Control of the State Agricultural Experiment Station at Amherst, Mass

Egyptian Hieroglyphs in the Late Antique Imagination

Structural Injustices in Swedish Education

High Country Spring: Las Morenas #3

Sight Words

CLASSIC BLUES ULTIMATE BEGINNER PVG

Dynamic Laws of Prosperity

Basic Chemical Thermodynamics (Fifth Edition)

Collected Mathematical Papers

Linguistic Theory of Numerals

Zákaznicí kteří koupili tuto knihu koupili také

Attention aux pickpockets! - Livre & CD audio

Erzengel Zadkiel

Informationsasymmetrien Beim Unternehmensverkauf

MuGL und der verschwundene Kater

Oden, Balladen Und Orientalen