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Stochastic Multi-Stage Optimization - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Hardcover, 2015 ed.) Loot Price: R3,949
Discovery Miles 39 490
Repayment Terms: R370 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 (Hardcover, 2015 ed.)

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

Series: Probability Theory and Stochastic Modelling, 75

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Loot Price R3,949 Discovery Miles 39 490 | Repayment Terms: R370 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: May 2015
First published: 2015
Authors: Pierre Carpentier • Jean-Philippe Chancelier • Guy Cohen • Michel De Lara
Dimensions: 235 x 155 x 22mm (L x W x T)
Format: Hardcover
Pages: 362
Edition: 2015 ed.
ISBN-13: 978-3-319-18137-0
Categories: Books > Science & Mathematics > Mathematics > Optimization > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 3-319-18137-8
Barcode: 9783319181370

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