rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Generalized Bounds for Convex Multistage Stochastic Programs
  name:
    name part: Kuhn, Daniel.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Beckmann, M.
    role:
      role term: editor.
  name:
    name part: Künzi, H. P.
    role:
      role term: editor.
  name:
    name part: Fandel, G.
    role:
      role term: editor.
  name:
    name part: Trockel, W.
    role:
      role term: editor.
  name:
    name part: Basile, A.
    role:
      role term: editor.
  name:
    name part: Drexl, A.
    role:
      role term: editor.
  name:
    name part: Dawid, H.
    role:
      role term: editor.
  name:
    name part: Inderfurth, K.
    role:
      role term: editor.
  name:
    name part: Kürsten, W.
    role:
      role term: editor.
  name:
    name part: Schittko, U.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2005
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XII, 190 p. 21 illus. online resource.
  abstract: 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.
  table of contents: Basic Theory of Stochastic Optimization -- Convex Stochastic Programs -- Barycentric Approximation Scheme -- Extensions -- Applications in the Power Industry -- Conclusions.
  note: 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.
  subject:
    topic: Mathematics
  subject:
    topic: Operations research
  subject:
    topic: Decision making
  subject:
    topic: Mathematical optimization
  subject:
    topic: Probabilities
  subject:
    topic: Economic theory
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Operation Research/Decision Theory
  subject:
    topic: Optimization
  subject:
    topic: Economic Theory/Quantitative Economics/Mathematical Methods
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Lecture Notes in Economics and Mathematical Systems, 548
  identifier: 9783540269014
  identifier: http://dx.doi.org/10.1007/b138260
  record info:
    record creation date: 100301
    record change date: 20151204164401.0
    record identifier: 978-3-540-26901-4