Stability, approximation, and decomposition in two- and multistage stochastic programming
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...
| Main Author: | Küchler, Christian. |
|---|---|
| Other Authors: | SpringerLink (Online Service) |
| Format: | eBook |
| Language: | English |
| Published: |
Wiesbaden :
Vieweg + Teubner,
2009.
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| Physical Description: |
1 online resource (x, 168 pages) : illustrations. |
| Edition: | 1. Aufl. |
| Series: |
Vieweg+Teubner research. Stochastic programming.
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| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |