Stochastic multi-stage optimization: at the crossroads between discrete time stochastic control and stochastic programming
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Cham [u.a.]
Springer
2015
|
| Series: | Probability Theory and Stochastic Modelling
75 |
| Subjects: | |
| Online Access: | BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Physical Description: | 1 Online-Ressource (XVII, 362 S.) 45 illus., 14 illus. in color |
| ISBN: | 9783319181387 |
| ISSN: | 2199-3130 |
| DOI: | 10.1007/978-3-319-18138-7 |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | STOCHASTIC MULTI-STAGE OPTIMIZATION
/ CARPENTIER, PIERRE
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
I PRELIMINARIES
1.ISSUES AND PROBLEMS IN DECISION MAKING UNDER UNCERTAINTY
2.OPEN-LOOP CONTROL: THE STOCHASTIC GRADIENT METHOD
II DECISION UNDERUNCERTAINTY AND THE ROLEOF INFORMATION.-3.TOOLS
FOR INFORMATIONHANDLING.-4.INFORMATION AND STOCHASTICOPTIMIZATION
PROBLEMS.-OPTIMALITY CONDITIONSFOR SOC PROBLEMS
III DISCRETIZATION AND NUMERICAL METHODS
6.DISCRETIZATION METHODOLOGY FOR PROBLEMS WITH SIS
7.NUMERICAL ALGORITHMS
IV CONVERGENCE ANALYSIS
8.CONVERGENCE ISSUES IN STOCHASTIC OPTIMIZATION
V ADVANCED TOPICS
9.MULTI-AGENT DECISION PROBLEMS
DUAL EFFECT FOR MULTI-AGENT STOCHASTIC I-O SYSTEMS
VI APPENDICES
A. BASICS IN ANALYSIS AND OPTIMIZATION
B. BASICS IN PROBABILITY
REFERENCES
INDEX.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
STOCHASTIC MULTI-STAGE OPTIMIZATION
/ CARPENTIER, PIERRE
: 2015
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-319-18138-7 |
| format | Electronic eBook |
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| isbn | 9783319181387 |
| issn | 2199-3130 |
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| spelling | Stochastic multi-stage optimization at the crossroads between discrete time stochastic control and stochastic programming Pierre Carpentier ... Cham [u.a.] Springer 2015 1 Online-Ressource (XVII, 362 S.) 45 illus., 14 illus. in color txt rdacontent c rdamedia cr rdacarrier Probability theory and stochastic modelling 75 2199-3130 Mathematics Distribution (Probability theory) Continuous Optimization Probability Theory and Stochastic Processes Mathematik Carpentier, Pierre Sonstige oth Erscheint auch als Druckausgabe 978-3-319-18137-0 Probability Theory and Stochastic Modelling 75 (DE-604)BV041997534 75 https://doi.org/10.1007/978-3-319-18138-7 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028025466&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028025466&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Stochastic multi-stage optimization at the crossroads between discrete time stochastic control and stochastic programming Probability Theory and Stochastic Modelling Mathematics Distribution (Probability theory) Continuous Optimization Probability Theory and Stochastic Processes Mathematik |
| title | Stochastic multi-stage optimization at the crossroads between discrete time stochastic control and stochastic programming |
| title_auth | Stochastic multi-stage optimization at the crossroads between discrete time stochastic control and stochastic programming |
| title_exact_search | Stochastic multi-stage optimization at the crossroads between discrete time stochastic control and stochastic programming |
| title_full | Stochastic multi-stage optimization at the crossroads between discrete time stochastic control and stochastic programming Pierre Carpentier ... |
| title_fullStr | Stochastic multi-stage optimization at the crossroads between discrete time stochastic control and stochastic programming Pierre Carpentier ... |
| title_full_unstemmed | Stochastic multi-stage optimization at the crossroads between discrete time stochastic control and stochastic programming Pierre Carpentier ... |
| title_short | Stochastic multi-stage optimization |
| title_sort | stochastic multi stage optimization at the crossroads between discrete time stochastic control and stochastic programming |
| title_sub | at the crossroads between discrete time stochastic control and stochastic programming |
| topic | Mathematics Distribution (Probability theory) Continuous Optimization Probability Theory and Stochastic Processes Mathematik |
| topic_facet | Mathematics Distribution (Probability theory) Continuous Optimization Probability Theory and Stochastic Processes Mathematik |
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