Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming /

Saved in:
Bibliographic Details
Author / Creator:Carpentier, Pierre, author.
Imprint:Cham : Springer, 2015.
Description:1 online resource.
Language:English
Series:Probability theory and stochastic modelling ; 75
Probability theory and stochastic modelling ; 75.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11093710
Hidden Bibliographic Details
Other authors / contributors:Chancelier, Jean-Philippe, author.
Cohen, Guy, author.
De Lara, Michel, 1961- author.
ISBN:9783319181387
3319181386
3319181378
9783319181370
9783319181370
Notes:Includes bibliographical references and index.
Online resource; title from PDF title page (EBSCO, viewed May 13, 2015).
Summary: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.
Other form:Printed edition: 9783319181370
Standard no.:10.1007/978-3-319-18138-7

Similar Items