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

Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Author: Christian Küchler
Publisher: Springer Science & Business Media
Total Pages: 178
Release: 2010-05-30
Genre: Mathematics
ISBN: 3834893994
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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 programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees.


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
Encyclopedia of Optimization
Language: en
Pages: 4646

Encyclopedia of Optimization

Authors: Christodoulos A. Floudas
Categories: Mathematics
Type: BOOK - Published: 2008-09-04 - Publisher: Springer Science & Business Media

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The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, a
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 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
Stochastic Programming Recourse Models
Language: en
Pages: 0

Stochastic Programming Recourse Models

Authors: Andreas Eichhorn
Categories:
Type: BOOK - Published: 2007 - Publisher: Logos Verlag Berlin

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In this thesis the optimization framework of stochastic programming with recourse is considered. Emphasis is placed on programs incorporating integrality constr