Christian Küchler
Vieweg+Teubner Verlag
2009e druk, 2009
9783834809216
Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Specificaties
Paperback, 184 blz.
|
Engels
Vieweg+Teubner Verlag |
2009e druk, 2009
ISBN13: 9783834809216
Rubricering
Onderdeel van serie
Stochastic Programming
Levertijd ongeveer 8 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
Uitgever:Vieweg+Teubner Verlag
Druk:2009
Serie:Stochastic Programming
Inhoudsopgave
Stability of Multistage Stochastic Programs.- Recombining Trees for Multistage Stochastic Programs.- Scenario Reduction with Respect to Discrepancy Distances.