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...
Zapisane w:
| 1. autor: | |
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| Format: | Livre numérique |
| Język: | Anglais |
| Wydane: |
Wiesbaden :
Vieweg+Teubner Verlag
[20..].
Cham : Springer Nature |
| Wydanie: | 1st ed. 2009. |
| Seria: | Stochastic Programming
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| Dostęp online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Komentarz: |
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| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming, Texte imprimé, 9783834809216 |
Spis treści:
- Stability of Multistage Stochastic Programs Recombining Trees for Multistage Stochastic Programs Scenario Reduction with Respect to Discrepancy Distances.