edoc-Server der Humboldt-Universität zu Berlin

SPEPS Preprint

Author(s): Holger Heitsch, Humboldt-University
Werner Römisch, Humboldt-University
Title: Scenario tree reduction for multistage stochastic programs
Date of Acceptance: 05.04.2008
Submission Date: 06.03.2008
Series Title: Stochastic Programming E-Print Series
(SPEPS)
Editors: Julie L. Higle; Werner Römisch; Surrajeet Sen
Complete Preprint: pdf (urn:nbn:de:kobv:11-10087775)
Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link. Endnote   Bibtex  
print on demand: If you click on this icon you can order a print copy of this publication. Bestellung als gedruckte und gebundene Version bei epubli.de, Ausführung der Bestellung erst nach Bestätigung auf den epubli.de-Seiten
Diese Seite taggen: These icons lead to social bookmarking systems where you can create and manage personal bookmarks and discover bookmakrs of other users.
  • connotea
  • del.icio.us
  • Furl
  • RawSugar

Abstract (eng):
A framework for the reduction of scenario trees as inputs of (linear) multistage stochastic programs is provided such that optimal values and approximate solution sets remain close to each other. The argument is based on upper bounds of the $L_r$-distance and the filtration distance, and on quantitative stability results for multistage stochastic programs. The important difference from scenario reduction in two-stage models consists in incorporating the filtration distance. An algorithm is presented for selecting and removing nodes of a scenario tree such that a prescribed error tolerance is met. Some numerical experience is reported.
Access Statistics: These data concerning access statistics for individual documents have been compiled using the webserver log files aggregated by AWSTATS. They refer to a monthly access count to the full text documents as well as to the entry page.
 
As for format versions of a document which consist of multiple files (such as HTML) the highest monthly access number to one of the files (chapters) is shown respectivly.
 
To see the detailled access numbers please move the mouse pointer over the single bars of the digaram.
PDF: 6 ZugriffeStartseite: 1 ZugriffePDF: 3 ZugriffeStartseite: 1 ZugriffePDF: 1 ZugriffeStartseite: 2 ZugriffePDF: 5 ZugriffePDF: 1 ZugriffeStartseite: 2 ZugriffePDF: 3 ZugriffeStartseite: 2 ZugriffePDF: 1 ZugriffeStartseite: 3 ZugriffePDF: 3 ZugriffePDF: 1 ZugriffeStartseite: 1 ZugriffePDF: 3 ZugriffePDF: 4 ZugriffePDF: 6 ZugriffePDF: 2 ZugriffeStartseite: 1 ZugriffePDF: 2 ZugriffePDF: 1 ZugriffePDF: 3 ZugriffePDF: 2 ZugriffePDF: 4 ZugriffeStartseite: 5 ZugriffePDF: 6 Zugriffe
May
11		Jun
11		Aug
11		Sep
11		Oct
11		Nov
11		Dec
11		Jan
12		Feb
12		Apr
12		May
12		Jun
12		Jul
12		Aug
12		Sep
12		Oct
12		Nov
12		Dec
12		Jan
13		Apr
13

MonatMay
11		Jun
11		Aug
11		Sep
11		Oct
11		Nov
11		Dec
11		Jan
12		Feb
12		Apr
12		May
12		Jun
12		Jul
12		Aug
12		Sep
12		Oct
12		Nov
12		Dec
12		Jan
13		Apr
13
Startseite 112 223  1   1    5
PDF6315131 313462213246

Gesamtzahl der Zugriffe seit May 2011:

  • Startseite – 18 (0.95 pro Monat)
  • PDF – 57 (2.85 pro Monat)
    •  
 
Generated at 21.05.2013, 09:00:38

edoc-Server der Humboldt-Universität zu Berlin  •  Impressum  •  edoc@cms.hu-berlin.de  •  Nutzungsbedingungen  •  Haftungsausschluss  •  Statistik