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008 150903s2005 gw | o |||| 0|eng d
020 _a9783540269014
_99783540269014
024 7 _a10.1007/b138260
_2doi
035 _avtls000346767
039 9 _a201509030400
_bVLOAD
_c201405070511
_dVLOAD
_y201402070905
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHD30.23
100 1 _aKuhn, Daniel.
_eautor
_9326468
245 1 0 _aGeneralized Bounds for Convex Multistage Stochastic Programs /
_cby Daniel Kuhn ; edited by M. Beckmann, H. P. Künzi, G. Fandel, W. Trockel, A. Basile, A. Drexl, H. Dawid, K. Inderfurth, W. Kürsten, U. Schittko.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2005.
300 _axI, 190 páginas 21 ilustraciones
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aLecture Notes in Economics and Mathematical Systems,
_x0075-8442 ;
_v548
500 _aSpringer eBooks
505 0 _aBasic Theory of Stochastic Optimization -- Convex Stochastic Programs -- Barycentric Approximation Scheme -- Extensions -- Applications in the Power Industry -- Conclusions.
520 _aThis book investigates convex multistage stochastic programs whose objective and constraint functions exhibit a generalized nonconvex dependence on the random parameters. Although the classical Jensen and Edmundson-Madansky type bounds or their extensions are generally not available for such problems, tight bounds can systematically be constructed under mild regularity conditions. A distinct primal-dual symmetry property is revealed when the proposed bounding method is applied to linear stochastic programs. Exemplary applications are studied to assess the performance of the theoretical concepts in situations of practical relevance. It is shown how market power, lognormal stochastic processes, and risk-aversion can be properly handled in a stochastic programming framework. Numerical experiments show that the relative gap between the bounds can typically be reduced to a few percent at reasonable problem dimensions.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aBeckmann, M.
_eeditor.
_9326469
700 1 _aKünzi, H. P.
_eeditor.
_9326470
700 1 _aFandel, G.
_eeditor.
_9326471
700 1 _aTrockel, W.
_eeditor.
_9326472
700 1 _aBasile, A.
_eeditor.
_9326473
700 1 _aDrexl, A.
_eeditor.
_9326474
700 1 _aDawid, H.
_eeditor.
_9326475
700 1 _aInderfurth, K.
_eeditor.
_9326476
700 1 _aKürsten, W.
_eeditor.
_9326477
700 1 _aSchittko, U.
_eeditor.
_9326478
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540225409
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/b138260
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c293661
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