| 書目名稱 | Generalized Bounds for Convex Multistage Stochastic Programs |
| 編輯 | Daniel Kuhn,M. Beckmann,H. P. Künzi,U. Schittko |
| 視頻video | http://file.papertrans.cn/383/382177/382177.mp4 |
| 叢書名稱 | Lecture Notes in Economics and Mathematical Systems |
| 圖書封面 |  |
| 描述 | 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 pur |
| 出版日期 | Book 2005 |
| 關(guān)鍵詞 | Approximation Technique; Convex Multistage Stochastic Program; Nonconvexities; Numerical Solution; Regul |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b138260 |
| isbn_softcover | 978-3-540-22540-9 |
| isbn_ebook | 978-3-540-26901-4Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
| issn_series | 0075-8442 |
| copyright | Springer-Verlag Berlin Heidelberg 2005 |
|Archiver|手機(jī)版|小黑屋|
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