Carte Stochastic Multi-Stage Optimization Pierre Carpentier

Stochastic Multi-Stage Optimization

At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming

Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern
Expediem în 10-13 zile
608.37 lei
The focus of the present volume is stochastic optimization of dynamical systems in discrete time whe...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2015
Pagini
362
EAN
9783319181370
ISBN
3319181378
Enbook ID
09255768
Greutate
6919
Dimensiuni
155 x 235 x 243

Descriere completă

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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