Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming PDF
by Christian Kuchler
Part of the Stochastic Programming series
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Description
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.
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- Format:PDF
- Publisher:Vieweg+Teubner Verlag
- Publication Date:30/05/2010
- Category:
- ISBN:9783834893994
Information
-
Download Now
- Format:PDF
- Publisher:Vieweg+Teubner Verlag
- Publication Date:30/05/2010
- Category:
- ISBN:9783834893994