Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Stochastic programming provides a framework for modelling, analyzing, and solving optimization problems with some parameters being not known up to a probability distribution. Such problems arise in a variety of applications, such as inventory control, financial planning and portfolio optimization, a...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Wiesbaden :
Vieweg+Teubner Verlag
[20..].
Cham : Springer Nature |
| Ausgabe: | 1st ed. 2009. |
| Schriftenreihe: | Stochastic Programming
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| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming, Texte imprimé, 9783834809216 |
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| 041 | 0 | |a eng | |
| 082 | |a 003.3 | ||
| 100 | 1 | |a Küchler, Christian. | |
| 245 | 1 | 0 | |a Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming |c by Christian Küchler. |
| 250 | |a 1st ed. 2009. | ||
| 260 | |a Wiesbaden : |b Vieweg+Teubner Verlag. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Stochastic Programming |x 2945-8781 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Stability of Multistage Stochastic Programs Recombining Trees for Multistage Stochastic Programs Scenario Reduction with Respect to Discrepancy Distances. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a Stochastic programming provides a framework for modelling, analyzing, and solving optimization problems with some parameters being not known up to a probability distribution. Such problems arise in a variety of applications, such as inventory control, financial planning and portfolio optimization, airline revenue management, scheduling and operation of power systems, and supply chain management. 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. The approach combines the concept of cut sharing with a specific aggregation procedure and prevents an exponentially growing number of subproblem evaluations. Convergence results and numerical properties are discussed. | ||
| 776 | 0 | |t Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming |b Texte imprimé |z 9783834809216 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-8348-9399-4 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-49V659RL-B |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747839107 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-8348-9399-4 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750856599 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-8348-9399-4 |z Accès INSA CVL | |
| 997 | |0 942628 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||