Stochastic Multi-Stage Optimization At the Crossroads Between Discrete Time Stochastic Control and Stochastic Programming
| Author/creator | Carpentier, Pierre Author |
| Other author | Chancelier, Jean-Philippe Author |
| Other author | Cohen, Guy Author |
| Other author | De Lara, Michel Author |
| Format | Electronic |
| Publication Info | New York : Springer |
| Description | xvii, 362 p. ill 23.500 x 015.500 cm. |
| Supplemental Content | Full text available from eBooks on EBSCOhost |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2015 English International |
| Series | Probability Theory and Stochastic Modelling Ser. 75 |
| Summary | Annotation 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9783319181370 |
| ISBN | 3319181378 (Trade Cloth) Active Record |
| Standard identifier# | 9783319181370 |
| Stock number | 10.1007/978-3-319-18138-7 00024965 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |