Description: Stochastic Multi-stage Optimization : At the Crossroads Between Discrete Time Stochastic Control and Stochastic Programming, Paperback by Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel, ISBN 3319365150, ISBN-13 9783319365152, Brand New, Free shipping in the US 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.
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Book Title: Stochastic Multi-stage Optimization : At the Crossroads Between D
Number of Pages: Xvii, 362 Pages
Publication Name: Stochastic Multi-Stage Optimization : At the Crossroads Between Discrete Time Stochastic Control and Stochastic Programming
Language: English
Publisher: Springer International Publishing A&G
Publication Year: 2016
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Optimization
Item Weight: 202.4 Oz
Type: Textbook
Author: Jean-Philippe Chancelier, Guy Cohen, Pierre Carpentier, Michel De Lara
Item Length: 9.3 in
Subject Area: Mathematics
Series: Probability Theory and Stochastic Modelling Ser.
Item Width: 6.1 in
Format: Trade Paperback
