Daniel Kuhn: Generalized Bounds for Convex Multistage Stochastic Programs - neues Buch
2004, ISBN: 9783540269014
This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was i… Mehr…
This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly c- fronted with complex decision problems under uncertainty. Although usually hard to solve, I quickly learned to appreciate the benefit of stochastic progr- ming models and developed a strong interest in their theoretical properties. Motivated both by practical questions and theoretical concerns, I became p- ticularly interested in the art of finding tight bounds on the optimal value of a given model. The present work attempts to make a contribution to this important branch of stochastic optimization theory. In particular, it aims at extending some classical bounding methods to broader problem classes of practical relevance. This book was accepted as a doctoral thesis by the University of St. Gallen in June 2004.1 am particularly indebted to Prof. Dr. Karl Frauendorfer for - pervising my work. I am grateful for his kind support in many respects and the generous freedom I received to pursue my own ideas in research. My gratitude also goes to Prof. Dr. Georg Pflug, who agreed to co-chair the dissertation committee. With pleasure I express my appreciation for his encouragement and continuing interest in my work. Books > Mathematics eBook, Springer Shop<
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Generalized Bounds for Convex Multistage Stochastic Programs - neues Buch
2004, ISBN: 9783540269014
This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was i… Mehr…
This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly c- fronted with complex decision problems under uncertainty. Although usually hard to solve, I quickly learned to appreciate the benefit of stochastic progr- ming models and developed a strong interest in their theoretical properties. Motivated both by practical questions and theoretical concerns, I became p- ticularly interested in the art of finding tight bounds on the optimal value of a given model. The present work attempts to make a contribution to this important branch of stochastic optimization theory. In particular, it aims at extending some classical bounding methods to broader problem classes of practical relevance. This book was accepted as a doctoral thesis by the University of St. Gallen in June 2004.1 am particularly indebted to Prof. Dr. Karl Frauendorfer for - pervising my work. I am grateful for his kind support in many respects and the generous freedom I received to pursue my own ideas in research. My gratitude also goes to Prof. Dr. Georg Pflug, who agreed to co-chair the dissertation committee. With pleasure I express my appreciation for his encouragement and continuing interest in my work. Books > Mathematics eBook, Springer Shop<
new in stock. Versandkosten:zzgl. Versandkosten. (EUR 0.00)
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Detailangaben zum Buch - Generalized Bounds for Convex Multistage Stochastic Programs
EAN (ISBN-13): 9783540269014 ISBN (ISBN-10): 3540269010 Erscheinungsjahr: 2006 Herausgeber: Springer Berlin 190 Seiten Sprache: eng/Englisch
Buch in der Datenbank seit 2008-05-31T09:34:34+02:00 (Zurich) Detailseite zuletzt geändert am 2021-09-16T15:29:33+02:00 (Zurich) ISBN/EAN: 9783540269014
ISBN - alternative Schreibweisen: 3-540-26901-0, 978-3-540-26901-4 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: kuhn, trockel, basile, beckmann künzi, daniel kühn, schomburg Titel des Buches: generalized bounds for convex multistage stochastic programs
Daten vom Verlag:
Autor/in: Daniel Kuhn Titel: Lecture Notes in Economics and Mathematical Systems; Generalized Bounds for Convex Multistage Stochastic Programs Verlag: Springer; Springer Berlin 190 Seiten Erscheinungsjahr: 2006-03-30 Berlin; Heidelberg; DE Sprache: Englisch 53,49 € (DE) 55,00 € (AT) 59,00 CHF (CH) Available XII, 190 p. 21 illus.
EA; E107; eBook; Nonbooks, PBS / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Approximation Technique; Convex Multistage Stochastic Program; Nonconvexities; Numerical Solution; Regularization; Stochastic Optimization; Stochastic Processes; Stochastic Programming; C; Probability Theory; Operations Research and Decision Theory; Optimization; Quantitative Economics; Mathematics and Statistics; Stochastik; Unternehmensforschung; Management: Entscheidungstheorie; Optimierung; Wirtschaftstheorie und -philosophie; BC
Basic Theory of Stochastic Optimization.- Convex Stochastic Programs.- Barycentric Approximation Scheme.- Extensions.- Applications in the Power Industry.- Conclusions.
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