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Stochastic Multi-Stage Optimization

Stochastic Multi-Stage Optimization

Guy Cohen / Jean-Philippe Chancelier / Pierre Carpentier

148,87 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2016
Materia
Probabilidad y estadística
ISBN:
9783319365152
148,87 €
IVA incluido
Disponible

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Sobre IBD

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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Otros libros del autor

  • Stochastic Multi-Stage Optimization
    Guy Cohen / Jean-Philippe Chancelier / Pierre Carpentier
    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 sy...
    Disponible

    147,51 €