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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.
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.
Ce livre considere le traitement de problemes d'optimisation de
grande taille. L'idee est d'eclater le probleme d'optimisation
global en sous-problemes plus petits, donc plus faciles a resoudre,
chacun impliquant l'un des sous-systemes (decomposition), mais sans
renoncer a obtenir l'optimum global, ce qui necessite d'utiliser
une procedure iterative (coordination). Ce sujet a fait l'objet de
plusieurs livres publies dans les annees 70 dans le contexte de
l'optimisation deterministe. Nous presentans ici les principes
essentiels et methodes de decomposition-coordination au travers de
situations typiques, puis nous proposons un cadre general qui
permet de construire des algorithmes corrects et d'etudier leur
convergence. Cette theorie est presentee aussi bien dans le
contexte de l'optimisation deterministe que stochastique. Ce
materiel a ete enseigne par les auteurs dans divers cours de 3eme
cycle et egalement mis en oeuvre dans de nombreuses applications
industrielles. Des exercices et problemes avec corriges illustrent
le potentiel de cette approche. This book discusses large-scale
optimization problems involving systems made up of interconnected
subsystems. The main viewpoint is to break down the overall
optimization problem into smaller, easier-to-solve subproblems,
each involving one subsystem (decomposition), without sacrificing
the objective of achieving the global optimum, which requires an
iterative process (coordination). This topic emerged in the 70's in
the context of deterministic optimization. The present book
describes the main principles and methods of
decomposition-coordination using typical situations, then proposes
a general framework that makes it possible to construct
well-behaved algorithms and to study their convergence. This theory
is presented in the context of deterministic as well as stochastic
optimization, and has been taught by the authors in graduate
courses and implemented in numerous industrial applications. The
book also provides exercises and problems with answers to
illustrate the potential of this approach.
This is a reproduction of a book published before 1923. This book
may have occasional imperfections such as missing or blurred pages,
poor pictures, errant marks, etc. that were either part of the
original artifact, or were introduced by the scanning process. We
believe this work is culturally important, and despite the
imperfections, have elected to bring it back into print as part of
our continuing commitment to the preservation of printed works
worldwide. We appreciate your understanding of the imperfections in
the preservation process, and hope you enjoy this valuable book.
++++ The below data was compiled from various identification fields
in the bibliographic record of this title. This data is provided as
an additional tool in helping to ensure edition identification:
++++ Glossarium Mediae Et Infimae Latinitatis, Volume 10;
Glossarium Mediae Et Infimae Latinitatis; Joseph Juste Scaliger
Charles Du Fresne Du Cange (sieur), G. A. Louis Henschel, Pierre
Carpentier, Johann Christoph Adelung, Leopold Favre, Marquard
Freher, Joseph Juste Scaliger, Marcus Welser L. Favre, 1887
Antiques & Collectibles; Coins, Currency & Medals; Antiques
& Collectibles / Coins, Currency & Medals; Foreign Language
Study / French; French language; Latin language, Medieval and
modern; Numismatics
This is a reproduction of a book published before 1923. This book
may have occasional imperfections such as missing or blurred pages,
poor pictures, errant marks, etc. that were either part of the
original artifact, or were introduced by the scanning process. We
believe this work is culturally important, and despite the
imperfections, have elected to bring it back into print as part of
our continuing commitment to the preservation of printed works
worldwide. We appreciate your understanding of the imperfections in
the preservation process, and hope you enjoy this valuable book.
++++ The below data was compiled from various identification fields
in the bibliographic record of this title. This data is provided as
an additional tool in helping to ensure edition identification:
++++ Glossarium Mediae Et Infimae Latinitatis: T-Z (1887); Volume 8
Of Glossarium Mediae Et Infimae Latinitatis; Joseph Juste Scaliger
Charles Du Fresne Du Cange (sieur), G. A. Louis Henschel, Pierre
Carpentier, Johann Christoph Adelung, Leopold Favre, Marquard
Freher, Joseph Juste Scaliger, Marcus Welser L. Favre, 1887
Antiques & Collectibles; Coins, Currency & Medals; Antiques
& Collectibles / Coins, Currency & Medals; Foreign Language
Study / French; French language; Latin language, Medieval and
modern; Numismatics
This is an EXACT reproduction of a book published before 1923. This
IS NOT an OCR'd book with strange characters, introduced
typographical errors, and jumbled words. This book may have
occasional imperfections such as missing or blurred pages, poor
pictures, errant marks, etc. that were either part of the original
artifact, or were introduced by the scanning process. We believe
this work is culturally important, and despite the imperfections,
have elected to bring it back into print as part of our continuing
commitment to the preservation of printed works worldwide. We
appreciate your understanding of the imperfections in the
preservation process, and hope you enjoy this valuable book.
This is an EXACT reproduction of a book published before 1923. This
IS NOT an OCR'd book with strange characters, introduced
typographical errors, and jumbled words. This book may have
occasional imperfections such as missing or blurred pages, poor
pictures, errant marks, etc. that were either part of the original
artifact, or were introduced by the scanning process. We believe
this work is culturally important, and despite the imperfections,
have elected to bring it back into print as part of our continuing
commitment to the preservation of printed works worldwide. We
appreciate your understanding of the imperfections in the
preservation process, and hope you enjoy this valuable book.
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