Generalized Bounds for Convex Multistage Stochastic Programs

• Main Author: Kuhn, Daniel (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Beckmann, M. (Editor), Künzi, H. P. (Editor), Fandel, G. (Editor), Trockel, W. (Editor), Basile, A. (Editor), Drexl, A. (Editor), Dawid, H. (Editor), Inderfurth, K. (Editor), Kürsten, W. (Editor), Schittko, U. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Series: Lecture Notes in Economics and Mathematical Systems, 548
• Subjects: Mathematics.; Operations research.; Decision making.; Mathematical optimization.; Probabilities.; Economic theory.; Probability Theory and Stochastic Processes.; Operation Research/Decision Theory.; Optimization.; Economic Theory/Quantitative Economics/Mathematical Methods.

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...

Table of Contents:

• Basic Theory of Stochastic Optimization
• Convex Stochastic Programs
• Barycentric Approximation Scheme
• Extensions
• Applications in the Power Industry
• Conclusions.