Stability, Approximation, and Decomposition in Two- And Multistage Stochastic Programming (English, Christian Küchler)
Vieweg+teubner Verlag

Stability, Approximation, and Decomposition in Two- And Multistage Stochastic Programming (English, Christian Küchler)

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ISBN-139783834809216
ISBN-103834809217

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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, airline revenue management, scheduling and operation of power systems, and supply chain management. Christian K�chler studies various aspects of the st…

ISBN: 9783834809216

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