Cover of Christian Kuchler: Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming

Christian Kuchler Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming

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Vieweg+Teubner Verlag

2010

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978-3-8348-9399-4

3-8348-9399-4

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Christian Kuchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees.

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