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Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
ISBN-13:
9783834893994
Veröffentl:
2010
Einband:
eBook
Seiten:
184
Autor:
Christian Küchler
Serie:
Stochastic Programming
eBook Typ:
PDF
eBook Format:
Reflowable eBook
Kopierschutz:
Digital Watermark [Social-DRM]
Sprache:
Englisch
Beschreibung:
Christian Kuchler 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.
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 of Multistage Stochastic Programs.- Recombining Trees for Multistage Stochastic Programs.- Scenario Reduction with Respect to Discrepancy Distances.