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

Stochastic Programming

53,49 €
(inkl. MwSt.)
In den Warenkorb

Lieferbar innerhalb 1 - 2 Wochen

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

Informationen gemäß Produktsicherheitsverordnung

Hersteller:
Springer Vieweg in Springer Science + Business Media
juergen.hartmann@springer.com
Abraham-Lincoln-Straße 46
DE 65189 Wiesbaden