9783319181370-3319181378-Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Probability Theory and Stochastic Modelling (75))

Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Probability Theory and Stochastic Modelling (75))

ISBN-13: 9783319181370
ISBN-10: 3319181378
Edition: 2015
Author: Carpentier, Pierre, Chancelier, Jean-Philippe, Cohen, Guy, De Lara, Michel
Publication date: 2015
Publisher: Springer
Format: Hardcover 379 pages
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Book details

ISBN-13: 9783319181370
ISBN-10: 3319181378
Edition: 2015
Author: Carpentier, Pierre, Chancelier, Jean-Philippe, Cohen, Guy, De Lara, Michel
Publication date: 2015
Publisher: Springer
Format: Hardcover 379 pages

Summary

Acknowledged authors Carpentier, Pierre, Chancelier, Jean-Philippe, Cohen, Guy, De Lara, Michel wrote Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Probability Theory and Stochastic Modelling (75)) comprising 379 pages back in 2015. Textbook and eTextbook are published under ISBN 3319181378 and 9783319181370. Since then Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Probability Theory and Stochastic Modelling (75)) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

Description

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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