Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming (eBook) von Christian Küchler
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ISBN-13:
9783834893994
Veröffentl:
2010
Einband:
eBook
Seiten:
184
Autor:
Christian Küchler
Serie:
Stochastic Programming
eBook Format:
PDF
eBook-Typ:
Reflowable eBook
Kopierschutz:
Digital Watermark [Social-DRM]
Sprache:
Englisch
Inhaltsverzeichnis
Stability of Multistage Stochastic Programs.- Recombining Trees for Multistage Stochastic Programs.- Scenario Reduction with Respect to Discrepancy Distances.
Beschreibung
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.
Autor
Dr. Christian Küchler completed his doctoral thesis at the Humboldt University, Berlin. He currently works as a quantitative analyst at Landesbank Berlin AG.
Schlagwörter zu:
Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming von Christian Küchler - mit der ISBN: 9783834893994
Konvergenzaussagen; Nested Benders Dekompositionsalgorithmus; Reduktionsproblem; Stochastische Programmierung; algorithms; optimization; quantitative Stabilität; C; Probability Theory; Mathematics; Mathematical Modeling and Industrial Mathematics; Mathematics and Statistics, Online-Buchhandlung
Kunden Rezensionen: Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming | Buch oder eBook | Christian Küchler
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