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Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	September 2009
Genre:	Schulbücher
	Mathematical Modeling and Industrial Mathematics / Mathematics / Mathematics and Statistics / Mathematics, general / Maths for engineers / Probabilities / Probability and statistics / Probability Theory / Probability Theory and Stochastic Processes / Stochastics / Stochastik
ISBN:	9783834809216
EAN-Code:	9783834809216
Verlag:	Vieweg + Teubner
Einband:	Kartoniert
Sprache:	English
Serie:	Stochastic Programming
Dimensionen:	H 210 mm / B 140 mm / D
Seiten:	184
Illustration:	184 p. 49 illus., schwarz-weiss Illustrationen
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

Stochastic programming provides a framework for modelling, analyzing, and solving optimization problems with some parameters being not known up to a probability distribution. Such problems arise in a variety of applications, such as inventory control, financial planning and portfolio optimization, airline revenue management, scheduling and operation of power systems, and supply chain management. 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. The approach combines the concept of cut sharing with a specific aggregation procedure and prevents an exponentially growing number of subproblem evaluations. Convergence results and numerical properties are discussed.