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Field name	Details
Dewey Class	519.5 (DDC 23)
Title	Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming (EB) / by Christian Küchler
Author	Küchler, Christian
Other name(s)	SpringerLink (Online service)
Publication	Wiesbaden : Vieweg+Teubner , 2009.
Physical Details	184p. 49 illus. : online resource.
Series	Stochastic programming
ISBN	9783834893994
Summary Note	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 Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees. The approach combines the concept of cut sharing with a specific aggregation procedure and prevents an exponentially growing number of subproblem evaluations. Convergence results and numerical properties are discussed.:
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-8348-9399-4
Links to Related Works	Subject References: Mathematical optimization . Mathematics . Mathematics, general . Stochastic programming . Authors: Küchler, Christian . Corporate Authors: SpringerLink (Online service) . Series: Stochastic programming . Classification: 519.5 (DDC 23) .

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

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