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Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming by Christian Kuchler 9783834809216
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Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming by Christian Kuchler 9783834809216

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Description

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.

About the Author
Dr. Christian Kuchler completed his doctoral thesis at the Humboldt University, Berlin. He currently works as a quantitative analyst at Landesbank Berlin AG.


Book Information
ISBN 9783834809216
Author Christian Kuchler
Format Paperback
Page Count 184
Imprint Vieweg+Teubner Verlag
Publisher Springer Fachmedien Wiesbaden

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