Téléchargez le livre : Stochastic Multi-Stage Optimization

Stochastic Multi-Stage Optimization

At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
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Paru le : 2015-05-05

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of opti...
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Description du livre

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.

À propos

Auteur
Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel De Lara
Éditeur
Springer
Collection
Probability Theory and Stochastic Modelling
Parution
2015-05-05
Pages
362 pages
EAN papier
9783319181370

Caractéristiques détaillées - droits

EAN PDF
9783319181387
Prix
102,09 €
Nombre pages copiables
3
Nombre pages imprimables
36
Taille du fichier
6011 Ko
Ce livre est accessible aux handicaps informations d'accessibilité
EAN EPUB
9783319181387
Prix
102,09 €
Nombre pages copiables
3
Nombre pages imprimables
36
Taille du fichier
8643 Ko
Ce livre est accessible aux handicaps informations d'accessibilité

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