Kniha Stochastic Multi-Stage Optimization Pierre Carpentier

Stochastic Multi-Stage Optimization

At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
2 514
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2015
Stránek
362
EAN
9783319181370
ISBN
3319181378
Enbook ID
09255768
Hmotnost
6919
Rozměry
155 x 235 x 243

Kompletní popis

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.

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