Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Stochastic programming provides a framework for modelling, analyzing, and solving optimization problems with some parameters being not known up to a probability distribution. Such problems arise in a variety of applications, such as inventory control, financial planning and portfolio optimization, a...
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| Author / Creator: | |
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| Other Corporate Authors / Creators: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Edition: | 1st ed. 2009. |
| Imprint: | Wiesbaden : Vieweg+Teubner Verlag : Imprint: Vieweg+Teubner Verlag, 2009. |
| Series: | Stochastic Programming,
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| Subjects: | |
| Online Access: | Available in Springer Mathematics and Statistics eBooks 2009 English/International. |