Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Download or Read eBook Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming PDF written by Christian Küchler and published by Springer Science & Business Media. This book was released on 2010-05-30 with total page 178 pages. Available in PDF, EPUB and Kindle.
| Author | : Christian Küchler |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 178 |
| Release | : 2010-05-30 |
| ISBN-10 | : 9783834893994 |
| ISBN-13 | : 3834893994 |
| Rating | : 4/5 (94 Downloads) |
Book Synopsis Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming by : Christian Küchler
Book excerpt: 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.
