Bibliografische Daten
ISBN/EAN: 9783834809216
Sprache: Englisch
Umfang: 184 S., 49 s/w Illustr., 184 p. 49 illus.
Auflage: 1. Auflage 2009
Einband: kartoniertes Buch
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.
Autorenportrait
Dr. Christian Küchler completed his doctoral thesis at the Humboldt University, Berlin. He currently works as a quantitative analyst at Landesbank Berlin AG.
Inhalt
Stability of multistage stochastic programs ? recombining trees for multistage stochastic programs ? scenario reduction with respect to discrepancy distances
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Springer Vieweg in Springer Science + Business Media
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