Tree Approximations of Dynamic Stochastic Programs

Name: Tree Approximations of Dynamic Stochastic Programs
Brand: VDM Verlag Dr. Mueller E.K.
SKU: 9783639061314
Price: 1618 CZK
Availability: InStock

Theory and Applications

Autor: Radoslava Mirkov

Jazyk:

Vazba: Brožovaná

Vydavatel: VDM Verlag Dr. Mueller E.K.

Dostupnost: U nakladatele na objednávku

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1 618 Kč

Dynamic multistage stochastic optimization programs§offer a possibility to include uncertainty into§...

Informace o knize

Autor

Radoslava Mirkov

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2008

Stránek

176

EAN

9783639061314

ISBN

3639061314

Enbook ID

06815526

Vydavatel

VDM Verlag Dr. Mueller E.K.

Hmotnost

245

Rozměry

152 x 229 x 10

Kompletní popis

Dynamic multistage stochastic optimization programs§offer a possibility to include uncertainty into§optimization models, providing a contemporary set of§tools for modern management sciences with wide range§of applications.§In order to solve realistic real-world stochastic§optimization programs, the approximation of the§underlying stochastic process describing the future§uncertainty is performed. In this work, a tree-based§discretization technique utilizing conditional§transportation distance is considered, as it is well§suited for the approximation of multi-stage§stochastic programming problems. Corresponding§convergence properties are investigated. The relation§between§the approximation quality of the probability model§and the quality of the solution is established.§An example of application, multistage inventory§control, is used to verify theoretical results. The§numerical solution and the obtained error bounds are§calculated explicitly.

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Tree Approximations of Dynamic Stochastic Programs

Theory and Applications

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také