Multistage Stochastic Decomposition: A Bridge Between Stochastic Programming and Approximate Dynamic Programming

Multistage Stochastic Decomposition: A Bridge Between Stochastic Programming and Approximate Dynamic Programming
Author: Suvrajeet Sen
Publisher:
Total Pages:
Release: 2012
Genre:
ISBN:
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Multistage Stochastic Decomposition: A Bridge Between Stochastic Programming and Approximate Dynamic Programming
Language: en
Pages:

Multistage Stochastic Decomposition: A Bridge Between Stochastic Programming and Approximate Dynamic Programming

Authors: Suvrajeet Sen
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Stochastic Multi-Stage Optimization
Language: en
Pages: 370

Stochastic Multi-Stage Optimization

Authors: Pierre Carpentier
Categories: Mathematics
Type: BOOK - Published: 2015-05-05 - Publisher: Springer

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The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding o
Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Language: en
Pages: 178

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

Authors: Christian Küchler
Categories: Mathematics
Type: BOOK - Published: 2010-05-30 - Publisher: Springer Science & Business Media

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Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic
Stochastic Decomposition
Language: en
Pages: 237

Stochastic Decomposition

Authors: Julia L. Higle
Categories: Mathematics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

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Motivation Stochastic Linear Programming with recourse represents one of the more widely applicable models for incorporating uncertainty within in which the SLP
A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
Language: en
Pages: 194

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

Authors: Debora Mahlke
Categories: Mathematics
Type: BOOK - Published: 2011-01-30 - Publisher: Springer Science & Business Media

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Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stoch