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Stochastic Multi-Stage Optimization - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Paperback, Softcover reprint of the original 1st ed. 2015) Loot Price: R3,836
Discovery Miles 38 360
Repayment Terms: R359 pm x 12*
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Stochastic Multi-Stage Optimization - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming...

Stochastic Multi-Stage Optimization - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Paperback, Softcover reprint of the original 1st ed. 2015)

Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara

Series: Probability Theory and Stochastic Modelling, 75

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Loot Price R3,836 Discovery Miles 38 360 | Repayment Terms: R359 pm x 12*

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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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Probability Theory and Stochastic Modelling, 75
Release date: October 2016
First published: 2015
Authors: Pierre Carpentier • Jean-Philippe Chancelier • Guy Cohen • Michel De Lara
Dimensions: 235 x 155 x 20mm (L x W x T)
Format: Paperback
Pages: 362
Edition: Softcover reprint of the original 1st ed. 2015
ISBN-13: 978-3-319-36515-2
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Optimization > General
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LSN: 3-319-36515-0
Barcode: 9783319365152

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