Generalized Bounds for Convex Multistage Stochastic Programs

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...

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Κύριος συγγραφέας: Kuhn, Daniel (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Beckmann, M. (Επιμελητής έκδοσης), Künzi, H. P. (Επιμελητής έκδοσης), Fandel, G. (Επιμελητής έκδοσης), Trockel, W. (Επιμελητής έκδοσης), Basile, A. (Επιμελητής έκδοσης), Drexl, A. (Επιμελητής έκδοσης), Dawid, H. (Επιμελητής έκδοσης), Inderfurth, K. (Επιμελητής έκδοσης), Kürsten, W. (Επιμελητής έκδοσης), Schittko, U. (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
Σειρά:Lecture Notes in Economics and Mathematical Systems, 548
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Kuhn, Daniel.  |e author. 
245 1 0 |a Generalized Bounds for Convex Multistage Stochastic Programs  |h [electronic resource] /  |c by Daniel Kuhn ; edited by M. Beckmann, H. P. Künzi, G. Fandel, W. Trockel, A. Basile, A. Drexl, H. Dawid, K. Inderfurth, W. Kürsten, U. Schittko. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg,  |c 2005. 
300 |a XII, 190 p. 21 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
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490 1 |a Lecture Notes in Economics and Mathematical Systems,  |x 0075-8442 ;  |v 548 
505 0 |a Basic Theory of Stochastic Optimization -- Convex Stochastic Programs -- Barycentric Approximation Scheme -- Extensions -- Applications in the Power Industry -- Conclusions. 
520 |a 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. 
650 0 |a Mathematics. 
650 0 |a Operations research. 
650 0 |a Decision making. 
650 0 |a Mathematical optimization. 
650 0 |a Probabilities. 
650 0 |a Economic theory. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Operation Research/Decision Theory. 
650 2 4 |a Optimization. 
650 2 4 |a Economic Theory/Quantitative Economics/Mathematical Methods. 
700 1 |a Beckmann, M.  |e editor. 
700 1 |a Künzi, H. P.  |e editor. 
700 1 |a Fandel, G.  |e editor. 
700 1 |a Trockel, W.  |e editor. 
700 1 |a Basile, A.  |e editor. 
700 1 |a Drexl, A.  |e editor. 
700 1 |a Dawid, H.  |e editor. 
700 1 |a Inderfurth, K.  |e editor. 
700 1 |a Kürsten, W.  |e editor. 
700 1 |a Schittko, U.  |e editor. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783540225409 
830 0 |a Lecture Notes in Economics and Mathematical Systems,  |x 0075-8442 ;  |v 548 
856 4 0 |u http://dx.doi.org/10.1007/b138260  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649)