Description: Stochastic Multi-Stage Optimization Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming Author(s): Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara Format: Paperback Publisher: Springer International Publishing AG, Switzerland Imprint: Springer International Publishing AG ISBN-13: 9783319365152, 978-3319365152 Synopsis 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.
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Location: Aldershot
End Time: 2025-01-29T09:08:20.000Z
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Book Title: Stochastic Multi-Stage Optimization
Number of Pages: 362 Pages
Publication Name: Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
Language: English
Publisher: Springer International Publishing A&G
Item Height: 235 mm
Subject: Mathematics
Publication Year: 2016
Type: Textbook
Item Weight: 5737 g
Author: Jean-Philippe Chancelier, Michel De Lara, Pierre Carpentier, Guy Cohen
Item Width: 155 mm
Series: Probability Theory and Stochastic Modelling
Format: Paperback
