000 02542nam a22003615i 4500
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003 MX-SnUAN
005 20160429160254.0
007 cr nn 008mamaa
008 150903s2009 gw | o |||| 0|eng d
020 _a9783834893994
_99783834893994
024 7 _a10.1007/9783834893994
_2doi
035 _avtls000363334
039 9 _a201509031023
_bVLOAD
_c201405070342
_dVLOAD
_y201402211144
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA1-939
100 1 _aKüchler, Christian.
_eautor
_9349461
245 1 0 _aStability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming /
_cby Christian Küchler.
264 1 _aWiesbaden :
_bVieweg+Teubner,
_c2009.
300 _a184 páginas 49 ilustraciones
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aStability of Multistage Stochastic Programs -- Recombining Trees for Multistage Stochastic Programs -- Scenario Reduction with Respect to Discrepancy Distances.
520 _aStochastic 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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783834809216
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-8348-9399-4
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c309262
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