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Generalized Bounds for Convex Multistage Stochastic Programs (Lecture Notes in Economics and Mathematical Systems)
Daniel Kuhn
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Description for Generalized Bounds for Convex Multistage Stochastic Programs (Lecture Notes in Economics and Mathematical Systems)
Paperback. Investigates convex multistage stochastic programs whose objective and constraint functions exhibit a generalized nonconvex dependence on the random parameters. This work shows how market power, lognormal stochastic processes, and risk-aversion can be properly handled in a stochastic programming framework. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 190 pages, 21 black & white illustrations, 12 black & white tables, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 236 x 158 x 13. Weight in Grams: 334. Series: Lecture Notes in Economics and Mathematical Systems. 202 pages, 1, black & white illustrations. Investigates convex multistage stochastic programs whose objective and constraint functions exhibit a generalized nonconvex dependence on the random parameters. This work shows how market power, lognormal stochastic processes, and risk-aversion can be properly handled in a stochastic programming framework. Cateogry: (P) Professional & Vocational. BIC Classification: PBT. Dimension: 236 x 158 x 13. Weight: 334.
This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly c- fronted with complex decision problems under uncertainty. Although usually hard to solve, I quickly learned to appreciate the benefit of stochastic progr- ming models and developed a strong interest in their theoretical properties. Motivated both by practical questions and theoretical concerns, I became p- ticularly interested in the ... Read more
This work was completed during my tenure as a scientific assistant and d- toral student at the Institute for Operations Research at the University of St. Gallen. During that time, I was involved in several industry projects in the field of power management, on the occasion of which I was repeatedly c- fronted with complex decision problems under uncertainty. Although usually hard to solve, I quickly learned to appreciate the benefit of stochastic progr- ming models and developed a strong interest in their theoretical properties. Motivated both by practical questions and theoretical concerns, I became p- ticularly interested in the ... Read more
Product Details
Format
Paperback
Publication date
2004
Publisher
Springer
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
190
Place of Publication
Berlin, Germany
ISBN
9783540225409
SKU
V9783540225409
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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