Stability, Approximation, and Decomposition in Two-and Multistage Stocastic Programming di Christian Küchler edito da Vieweg+Teubner Verlag
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Stability, Approximation, and Decomposition in Two-and Multistage Stocastic Programming

EAN:

9783834809216

ISBN:

3834809217

Pagine:
168
Formato:
Paperback
Lingua:
Tedesco
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Descrizione Stability, Approximation, and Decomposition in Two-and Multistage Stocastic Programming

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.

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