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Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
Pierre Carpentier
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Description for Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
Hardback. Series: Probability Theory and Stochastic Modelling. Num Pages: 379 pages, 31 black & white illustrations, 14 colour illustrations, biography. BIC Classification: PBU; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 22. Weight in Grams: 730.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2015
Publisher
Springer International Publishing AG
Condition
New
Series
Probability Theory and Stochastic Modelling
Number of Pages
362
Place of Publication
Cham, Switzerland
ISBN
9783319181370
SKU
V9783319181370
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Pierre Carpentier
Professor Pierre Carpentier's primary research areas are Decomposition and Coordination for the Optimization of Large-Scale Systems in the stochastic framework, with a special interest in numerical methods. He is currently working at the applied mathematics unit UMA, ENSTA ParisTech, France. Professor J. Ph. Chancelier's research contributions have been in the fields of Stochastic Optimization, Control and Computer Languages for Numerical ... Read more
Reviews for Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
I consider the book as a guide to the different aspects of stochastic optimization and the most important motive for distinguishing it from other similar textbooks and monographs is a great emphasis put on the role of information. (Jerzy Ombach, zbMATH 1336.90066, 2016)