Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Author:   Christian Küchler
Publisher:   Springer Fachmedien Wiesbaden
Edition:   2009 ed.
ISBN:  

9783834809216


Pages:   184
Publication Date:   24 September 2009
Format:   Paperback
Availability:   In Print   Availability explained
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Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming


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Overview

Christian Kuchler 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.

Full Product Details

Author:   Christian Küchler
Publisher:   Springer Fachmedien Wiesbaden
Imprint:   Vieweg+Teubner Verlag
Edition:   2009 ed.
Dimensions:   Width: 14.80cm , Height: 1.00cm , Length: 21.00cm
Weight:   0.365kg
ISBN:  

9783834809216


ISBN 10:   3834809217
Pages:   184
Publication Date:   24 September 2009
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.
Language:   English

Table of Contents

Stability of Multistage Stochastic Programs.- Recombining Trees for Multistage Stochastic Programs.- Scenario Reduction with Respect to Discrepancy Distances.

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Author Information

Dr. Christian Küchler completed his doctoral thesis at the Humboldt University, Berlin. He currently works as a quantitative analyst at Landesbank Berlin AG.

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