Stability, approximation, and decomposition in two- and multistage stochastic programming:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Wiesbaden
Vieweg + Teubner
2009
|
| Ausgabe: | 1. Aufl. |
| Schriftenreihe: | Vieweg + Teubner research : Stochastic programming
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 168 S. Ill., graph. Darst. 21 cm |
| ISBN: | 9783834809216 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035822343 | ||
| 003 | DE-604 | ||
| 005 | 20091119 | ||
| 007 | t | ||
| 008 | 091111s2009 gw ad|| m||| 00||| eng d | ||
| 015 | |a 09,N29,0562 |2 dnb | ||
| 015 | |a 09,H11,0968 |2 dnb | ||
| 016 | 7 | |a 995018979 |2 DE-101 | |
| 020 | |a 9783834809216 |c kart. : EUR 39.90 |9 978-3-8348-0921-6 | ||
| 024 | 3 | |a 9783834809216 | |
| 035 | |a (OCoLC)458747345 | ||
| 035 | |a (DE-599)DNB995018979 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-HE | ||
| 049 | |a DE-824 |a DE-634 |a DE-11 | ||
| 082 | 0 | |a 519.62 |2 22/ger | |
| 084 | |a SK 880 |0 (DE-625)143266: |2 rvk | ||
| 084 | |a SK 970 |0 (DE-625)143276: |2 rvk | ||
| 084 | |a 510 |2 sdnb | ||
| 100 | 1 | |a Küchler, Christian |e Verfasser |0 (DE-588)138780412 |4 aut | |
| 245 | 1 | 0 | |a Stability, approximation, and decomposition in two- and multistage stochastic programming |c Christian Küchler |
| 250 | |a 1. Aufl. | ||
| 264 | 1 | |a Wiesbaden |b Vieweg + Teubner |c 2009 | |
| 300 | |a X, 168 S. |b Ill., graph. Darst. |c 21 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Vieweg + Teubner research : Stochastic programming | |
| 502 | |a Zugl.: Berlin, Humboldt-Univ., Diss., 2009 | ||
| 650 | 4 | |a Stochastische Optimierung | |
| 650 | 0 | 7 | |a Stochastische Optimierung |0 (DE-588)4057625-5 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Stochastische Optimierung |0 (DE-588)4057625-5 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018681072&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-018681072 | ||
Datensatz im Suchindex
| _version_ | 1804140779701010432 |
|---|---|
| adam_text | CONTENTS 1 INTRODUCTION 1 1.1 STOCHASTIC PROGRAMMING MODELS 1 1.2
APPROXIMATIONS, STABILITY, AND DECOMPOSITION 4 1.3 CONTRIBUTIONS 7 2
STABILITY OF MULTISTAGE STOCHASTIC PROGRAMS 9 2.1 PROBLEM FORMULATION 10
2.2 CONTINUITY OF THE RECOURSE FUNCTION 13 2.3 APPROXIMATIONS 21 2.4
CALM DECISIONS 25 2.5 STABILITY 28 3 RECOMBINING TREES FOR MULTISTAGE
STOCHASTIC PROGRAMS 33 3.1 PROBLEM FORMULATION AND DECOMPOSITION 35
3.1.1 NESTED BENDERS DECOMPOSITION 37 3.1.2 CUT SHARING 38 3.1.3
RECOMBINING SCENARIO TREES 39 3.2 AN ENHANCED NESTED BENDERS
DECOMPOSITION 40 3.2.1 CUTTING PLANE APPROXIMATIONS 41 3.2.2 DYNAMIC
RECOMBINING OF SCENARIOS 45 3.2.3 UPPER BOUNDS 51 3.2.4 EXTENDED
SOLUTION ALGORITHM 53 3.3 CONSTRUCTION OF RECOMBINING TREES 55 3.3.1 A
TREE GENERATION ALGORITHM 57 3.3.2 CONSISTENCY OF THE TREE GENERATION
ALGORITHM 60 3.4 CASE STUDY 77 3.4.1 A POWER SCHEDULING PROBLEM 77 3.4.2
NUMERICAL RESULTS 79 3.5 OUT-OF-SAMPLE EVALUATION 83 3.5.1 PROBLEM
FORMULATION 84 3.5.2 TOWARDS FEASIBLE SOLUTIONS 85 BIBLIOGRAFISCHE
INFORMATIONEN HTTP://D-NB.INFO/995018979 DIGITALISIERT DURCH CONTENTS
3.5.3 NUMERICAL EXAMPLES 89 4 SCENARIO REDUCTION WITH RESPECT TO
DISCREPANCY DISTANCES 97 4.1 DISCREPANCY DISTANCES 98 4.2 ON STABILITY
OF TWO-STAGE AND CHANCE-CONSTRAINED PROGRAMS 100 4.3 SCENARIO REDUCTION
105 4.4 BOUNDS AND SPECIFIC SOLUTIONS 106 4.4.1 ORDERED SOLUTION AND
UPPER BOUND 106 4.4.2 LOWER BOUND 110 4.5 THE INNER PROBLEM 113 4.5.1
CRITICAL INDEX SETS 114 4.5.2 REDUCED CRITICAL INDEX SETS 115 4.5.3
DETERMINING THE COEFFICIENTS 116 4.5.4 OPTIMAL REDISTRIBUTION ALGORITHM
121 4.6 THE OUTER PROBLEM 124 4.6.1 REVISING HEURISTICS 124 4.6.2 A
GLIMPSE ON LOW DISCREPANCY SEQUENCES 127 4.6.3 A BRANCH AND BOUND
APPROACH 127 4.7 NUMERICAL EXPERIENCE 131 4.8 FURTHER RESULTS 138 4.8.1
A NOTE ON EXTENDED DISCREPANCIES 138 4.8.2 MASS TRANSPORTATION AND
CLUSTERING 140 4.8.3 AN ESTIMATION BETWEEN DISCREPANCIES 144 APPENDIX
153 BIBLIOGRAPHY 159
|
| any_adam_object | 1 |
| author | Küchler, Christian |
| author_GND | (DE-588)138780412 |
| author_facet | Küchler, Christian |
| author_role | aut |
| author_sort | Küchler, Christian |
| author_variant | c k ck |
| building | Verbundindex |
| bvnumber | BV035822343 |
| classification_rvk | SK 880 SK 970 |
| ctrlnum | (OCoLC)458747345 (DE-599)DNB995018979 |
| dewey-full | 519.62 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.62 |
| dewey-search | 519.62 |
| dewey-sort | 3519.62 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. Aufl. |
| format | Thesis Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01814nam a2200469 c 4500</leader><controlfield tag="001">BV035822343</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20091119 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">091111s2009 gw ad|| m||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">09,N29,0562</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">09,H11,0968</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">995018979</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783834809216</subfield><subfield code="c">kart. : EUR 39.90</subfield><subfield code="9">978-3-8348-0921-6</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9783834809216</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)458747345</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB995018979</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-HE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-824</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.62</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 880</subfield><subfield code="0">(DE-625)143266:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 970</subfield><subfield code="0">(DE-625)143276:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">510</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Küchler, Christian</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)138780412</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stability, approximation, and decomposition in two- and multistage stochastic programming</subfield><subfield code="c">Christian Küchler</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. Aufl.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Wiesbaden</subfield><subfield code="b">Vieweg + Teubner</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 168 S.</subfield><subfield code="b">Ill., graph. Darst.</subfield><subfield code="c">21 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Vieweg + Teubner research : Stochastic programming</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Berlin, Humboldt-Univ., Diss., 2009</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastische Optimierung</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Optimierung</subfield><subfield code="0">(DE-588)4057625-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische Optimierung</subfield><subfield code="0">(DE-588)4057625-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018681072&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-018681072</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV035822343 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:05:24Z |
| institution | BVB |
| isbn | 9783834809216 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018681072 |
| oclc_num | 458747345 |
| open_access_boolean | |
| owner | DE-824 DE-634 DE-11 |
| owner_facet | DE-824 DE-634 DE-11 |
| physical | X, 168 S. Ill., graph. Darst. 21 cm |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Vieweg + Teubner |
| record_format | marc |
| series2 | Vieweg + Teubner research : Stochastic programming |
| spelling | Küchler, Christian Verfasser (DE-588)138780412 aut Stability, approximation, and decomposition in two- and multistage stochastic programming Christian Küchler 1. Aufl. Wiesbaden Vieweg + Teubner 2009 X, 168 S. Ill., graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Vieweg + Teubner research : Stochastic programming Zugl.: Berlin, Humboldt-Univ., Diss., 2009 Stochastische Optimierung Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Stochastische Optimierung (DE-588)4057625-5 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018681072&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Küchler, Christian Stability, approximation, and decomposition in two- and multistage stochastic programming Stochastische Optimierung Stochastische Optimierung (DE-588)4057625-5 gnd |
| subject_GND | (DE-588)4057625-5 (DE-588)4113937-9 |
| title | Stability, approximation, and decomposition in two- and multistage stochastic programming |
| title_auth | Stability, approximation, and decomposition in two- and multistage stochastic programming |
| title_exact_search | Stability, approximation, and decomposition in two- and multistage stochastic programming |
| title_full | Stability, approximation, and decomposition in two- and multistage stochastic programming Christian Küchler |
| title_fullStr | Stability, approximation, and decomposition in two- and multistage stochastic programming Christian Küchler |
| title_full_unstemmed | Stability, approximation, and decomposition in two- and multistage stochastic programming Christian Küchler |
| title_short | Stability, approximation, and decomposition in two- and multistage stochastic programming |
| title_sort | stability approximation and decomposition in two and multistage stochastic programming |
| topic | Stochastische Optimierung Stochastische Optimierung (DE-588)4057625-5 gnd |
| topic_facet | Stochastische Optimierung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018681072&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT kuchlerchristian stabilityapproximationanddecompositionintwoandmultistagestochasticprogramming |