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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
Language: en
Pages: 194
Authors: Debora Mahlke
Categories: Mathematics
Type: BOOK - Published: 2011-01-30 - Publisher: Springer Science & Business Media

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Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stoch
Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Language: en
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Authors: Christian Küchler
Categories: Mathematics
Type: BOOK - Published: 2010-05-30 - Publisher: Springer Science & Business Media

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Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic
13th International Symposium on Process Systems Engineering – PSE 2018, July 1-5 2018
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Authors: Mario R. Eden
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Type: BOOK - Published: 2018-07-19 - Publisher: Elsevier

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Process Systems Engineering brings together the international community of researchers and engineers interested in computing-based methods in process engineerin
Operations Research Proceedings 2010
Language: en
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Authors: Bo Hu
Categories: Business & Economics
Type: BOOK - Published: 2011-06-24 - Publisher: Springer Science & Business Media

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This book contains selected papers from the symposium "Operations Research 2010" which was held from September 1-3, 2010 at the "Universität der Bundeswehr Mü
Multistage Stochastic Optimization
Language: en
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Authors: Georg Ch. Pflug
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Type: BOOK - Published: 2014-11-12 - Publisher: Springer

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Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other