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.