Stochastic Two-Stage Programming:
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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1992
|
| Edition: | 1st ed. 1992 |
| Series: | Lecture Notes in Economics and Mathematical Systems
392 |
| Subjects: | |
| Online Access: | BTU01 Volltext |
| Summary: | 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 |
| Physical Description: | 1 Online-Ressource (VIII, 228 p) |
| ISBN: | 9783642956966 |
| DOI: | 10.1007/978-3-642-95696-6 |
Staff View
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| edition | 1st ed. 1992 |
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| id | DE-604.BV046871992 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:36Z |
| indexdate | 2024-07-10T08:56:08Z |
| institution | BVB |
| isbn | 9783642956966 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032282124 |
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| physical | 1 Online-Ressource (VIII, 228 p) |
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| publishDate | 1992 |
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| publisher | Springer Berlin Heidelberg |
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| series2 | Lecture Notes in Economics and Mathematical Systems |
| spelling | Frauendorfer, Karl Verfasser aut Stochastic Two-Stage Programming by Karl Frauendorfer 1st ed. 1992 Berlin, Heidelberg Springer Berlin Heidelberg 1992 1 Online-Ressource (VIII, 228 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Economics and Mathematical Systems 392 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 Operations Research/Decision Theory Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematical and Computational Engineering Operations research Decision making System theory Calculus of variations Applied mathematics Engineering mathematics Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf Zweistufenproblem (DE-588)4304564-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Stochastische Optimierung (DE-588)4057625-5 s Zweistufenproblem (DE-588)4304564-9 s DE-604 Erscheint auch als Druck-Ausgabe 9783540560975 Erscheint auch als Druck-Ausgabe 9783642956973 https://doi.org/10.1007/978-3-642-95696-6 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Frauendorfer, Karl Stochastic Two-Stage Programming Operations Research/Decision Theory Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematical and Computational Engineering Operations research Decision making System theory Calculus of variations Applied mathematics Engineering mathematics Stochastische Optimierung (DE-588)4057625-5 gnd Zweistufenproblem (DE-588)4304564-9 gnd |
| subject_GND | (DE-588)4057625-5 (DE-588)4304564-9 (DE-588)4113937-9 |
| title | Stochastic Two-Stage Programming |
| title_auth | Stochastic Two-Stage Programming |
| title_exact_search | Stochastic Two-Stage Programming |
| title_exact_search_txtP | Stochastic Two-Stage Programming |
| title_full | Stochastic Two-Stage Programming by Karl Frauendorfer |
| title_fullStr | Stochastic Two-Stage Programming by Karl Frauendorfer |
| title_full_unstemmed | Stochastic Two-Stage Programming by Karl Frauendorfer |
| title_short | Stochastic Two-Stage Programming |
| title_sort | stochastic two stage programming |
| topic | Operations Research/Decision Theory Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematical and Computational Engineering Operations research Decision making System theory Calculus of variations Applied mathematics Engineering mathematics Stochastische Optimierung (DE-588)4057625-5 gnd Zweistufenproblem (DE-588)4304564-9 gnd |
| topic_facet | Operations Research/Decision Theory Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematical and Computational Engineering Operations research Decision making System theory Calculus of variations Applied mathematics Engineering mathematics Stochastische Optimierung Zweistufenproblem Hochschulschrift |
| url | https://doi.org/10.1007/978-3-642-95696-6 |
| work_keys_str_mv | AT frauendorferkarl stochastictwostageprogramming |