Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming

• Main Author: Küchler, Christian (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Wiesbaden : Vieweg+Teubner, 2009.
• Subjects: Mathematics.; Mathematical models.; Probabilities.; Mathematical Modeling and Industrial Mathematics.; Probability Theory and Stochastic Processes.; Mathematics, general.

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, a...

Table of Contents:

• Stability of Multistage Stochastic Programs
• Recombining Trees for Multistage Stochastic Programs
• Scenario Reduction with Respect to Discrepancy Distances.