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Více informací o knize Algorithm for Linear Stochastic Bilevel Problems

• Parametry knihy
• Anotace
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Anotace knihy

Linear stochastic bilevel problems -although explained quickly- pose some difficulties when it comes to solving, even without the stochasticity. The aim of this work is to find a technique that allows for the use of decomposition methods known from stochastic programming in the framework of linear stochastic bilevel problems. The uncertainty is modeled as a discrete, finite distribution on some probability space. Two approaches are made, one using the optimal value function of the lower level, whereas the second technique utilizes the Karush-Kuhn-Tucker conditions of the lower level. Using the latter approach, an integer-programming based algorithm for the global resolution of these problems is presented and evaluated.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics

• Plný název: Algorithm for Linear Stochastic Bilevel Problems
• Autor: Henkel Charlotte
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 120
• EAN: 9783838150376
• ISBN: 3838150376
• ID: 02844977
• Nakladatelství: Sudwestdeutscher Verlag Fur Hochschulschriften AG
• Hmotnost: 186 g
• Rozměry: 229 × 152 × 7 mm
• Datum vydání: 23. October 2015

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