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2005-11-04Buch DOI: 10.18452/2627
Multistage Stochastic Integer Programs
dc.contributor.authorRömisch, Werner
dc.contributor.authorSchultz, Rüdiger
dc.date.accessioned2017-06-15T17:47:05Z
dc.date.available2017-06-15T17:47:05Z
dc.date.created2005-11-04
dc.date.issued2005-11-04
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3279
dc.description.abstractWe 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectdecompositioneng
dc.subjectstochastic programmingeng
dc.subjectmultistageeng
dc.subjectmixed-integereng
dc.subjectdynamic programmingeng
dc.subjectdualizationeng
dc.subject.ddc510 Mathematik
dc.titleMultistage Stochastic Integer Programs
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10052618
dc.identifier.doihttp://dx.doi.org/10.18452/2627
dc.subject.dnb27 Mathematik
local.edoc.pages33
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year2001
dc.title.subtitleAn Introduction
dc.identifier.zdb2075199-0
bua.series.namePreprints aus dem Institut für Mathematik
bua.series.issuenumber2001,2

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