Logo of Humboldt-Universität zu BerlinLogo of Humboldt-Universität zu Berlin
edoc-Server
Open-Access-Publikationsserver der Humboldt-Universität
de|en
Header image: facade of Humboldt-Universität zu Berlin
View Item 
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Fakultäten und Institute der HU
  • Institut für Mathematik
  • Preprints aus dem Institut für Mathematik
  • View Item
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Fakultäten und Institute der HU
  • Institut für Mathematik
  • Preprints aus dem Institut für Mathematik
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
StatisticsView Usage Statistics
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
StatisticsView Usage Statistics
View Item 
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Fakultäten und Institute der HU
  • Institut für Mathematik
  • Preprints aus dem Institut für Mathematik
  • View Item
  • edoc-Server Home
  • Schriftenreihen und Sammelbände
  • Fakultäten und Institute der HU
  • Institut für Mathematik
  • Preprints aus dem Institut für Mathematik
  • View Item
2005-11-04Buch DOI: 10.18452/2627
Multistage Stochastic Integer Programs
An Introduction
Römisch, Werner
Schultz, Rüdiger
We consider linear multistage stochastic integer programs and study their functional and dynamic programming formulations as well as conditions for optimality and stability of solutions. Furthermore, we study the application of the Rockafellar-Wets dualization approach as well as the structure and algorithmic potential of corresponding dual problems. For discrete underlying probability distributions we discuss possible large scale mixed-integer linear programming formulations and three dual decomposition approaches, namely, scenario, component and nodal decomposition.
Files in this item
Thumbnail
2.pdf — Adobe PDF — 262.6 Kb
MD5: bde464a3c31da1cb116ad33b6a10e5ea
Cite
BibTeX
EndNote
RIS
InCopyright
Details
DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
Imprint Policy Contact Data Privacy Statement
A service of University Library and Computer and Media Service
© Humboldt-Universität zu Berlin
 
DOI
10.18452/2627
Permanent URL
https://doi.org/10.18452/2627
HTML
<a href="https://doi.org/10.18452/2627">https://doi.org/10.18452/2627</a>