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: 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 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 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.