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

Posted By: arundhati
Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming

Christian Küchler, "Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming"
English | ISBN: 3834809217 | 2009 | 184 pages | PDF | 3 MB

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.