Contacto
Cómo comprar
Entrega
Guía de compras
Generalized Bounds for Convex Multistage Stochastic Programs
Inglés
148 b
Hasta 30 días para devoluciones
Clientes que también han comprado
/
Tapa blanda
98.19
€
/
Tapa blanda
25.69
€
/
Tapa blanda
22.09
€
/
Tapa blanda
17.89
€
/
Tapa blanda
52.99
€
This 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.
Sobre el libro
Inglés
Regale este libro hoy
Es fácil
1 Añadir al carrito y elegir Entregar como regalo en el checkout 2 Le enviaremos un vale 3 El libro llegará a la dirección del destinatarioTambién puede interesarle
/
Tapa blanda
25.29
€
/
Tapa blanda
15.39
€
/
Tapa blanda
43.49
€
¡Hola! Soy Libroamiko, tu asesor de libros.
¿Cómo puedo ayudarte?