Stochastic Two-Stage Programming (Lecture Notes in Economics and Mathematical Systems): 392 - Tapa blanda

Frauendorfer, Karl

 
9783540560975: Stochastic Two-Stage Programming (Lecture Notes in Economics and Mathematical Systems): 392
Tapa blanda
ISBN 10: 3540560971 ISBN 13: 9783540560975
Editorial: Springer, 1992

Sinopsis

Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels. In these models the objective function is given as an integral, whose integrand depends on a random vector, on its probability measure and on a decision. The main results of this work have been derived with the intention to ease these difficulties: After investigating duality relations for convex optimization problems with supply/demand and prices being treated as parameters, a stability criterion is stated and proves subdifferentiability of the value function. This criterion is employed for proving the existence of bilinear functions, which minorize/majorize the integrand. Additionally, these minorants/majorants support the integrand on generalized barycenters of simplicial faces of specially shaped polytopes and amount to an approach which is denoted barycentric approximation scheme.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels. In these models the objective function is given as an integral, whose integrand depends on a random vector, on its probability measure and on a decision. The main results of this work have been derived with the intention to ease these difficulties: After investigating duality relations for convex optimization problems with supply/demand and prices being treated as parameters, a stability criterion is stated and proves subdifferentiability of the value function. This criterion is employed for proving the existence of bilinear functions, which minorize/majorize the integrand. Additionally, these minorants/majorants support the integrand on generalized barycenters of simplicial faces of specially shaped polytopes and amount to an approach which is denoted barycentric approximation scheme.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
1992
Idioma
Inglés
ISBN 10 
3540560971
ISBN 13 
9783540560975
Encuadernación
Tapa blanda
Número de páginas
244
Contacto del fabricante
no disponible
Persona responsable
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