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

Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Author :
Publisher : Springer Science & Business Media
Total Pages : 178
Release :
ISBN-10 : 9783834893994
ISBN-13 : 3834893994
Rating : 4/5 (994 Downloads)

Book Synopsis Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming by : Christian Küchler

Download or read book Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming written by Christian Küchler and published by Springer Science & Business Media. This book was released on 2010-05-30 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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

Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Language: en
Pages: 178
Authors: Christian Küchler
Categories: Mathematics
Type: BOOK - Published: 2010-05-30 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic
Encyclopedia of Optimization
Language: en
Pages: 4646
Authors: Christodoulos A. Floudas
Categories: Mathematics
Type: BOOK - Published: 2008-09-04 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, a
Multistage Stochastic Optimization
Language: en
Pages: 309
Authors: Georg Ch. Pflug
Categories: Business & Economics
Type: BOOK - Published: 2014-11-12 - Publisher: Springer

DOWNLOAD EBOOK

Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other
Operations Research Proceedings 2006
Language: en
Pages: 590
Authors: Karl-Heinz Waldmann
Categories: Business & Economics
Type: BOOK - Published: 2007-08-11 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This volume contains a selection of papers referring to lectures presented at the symposium Operations Research 2006 held at the University of Karlsruhe. The sy
Decision Making Under Uncertainty
Language: en
Pages: 166
Authors: Claude Greengard
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

In the ideal world, major decisions would be made based on complete and reliable information available to the decision maker. We live in a world of uncertaintie