ISBN: 9783838150376

[ED: Taschenbuch], [PU: Südwestdeutscher Verlag für Hochschulschriften AG Co. KG], Neuware - Linear stochastic bilevel problems -although explained quickly- pose some difficulties when i… Más…

[ED: Taschenbuch], [PU: Südwestdeutscher Verlag für Hochschulschriften AG Co. KG], Neuware - 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., DE, [SC: 2.00], Neuware, gewerbliches Angebot, 220x150x7 mm, 120, [GW: 195g], PayPal, Offene Rechnung, Banküberweisung, Sofortüberweisung, Internationaler Versand<

2015, ISBN: 3838150376

[EAN: 9783838150376], Neubuch, [PU: Südwestdeutscher Verlag Für Hochschulschriften AG Co. KG Nov 2015], This item is printed on demand - Print on Demand Neuware - Linear stochastic bileve… Más…

[EAN: 9783838150376], Neubuch, [PU: Südwestdeutscher Verlag Für Hochschulschriften AG Co. KG Nov 2015], This item is printed on demand - Print on Demand Neuware - 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. 120 pp. Englisch<

ISBN: 9783838150376

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 techniqu… Más…

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. Mathematics General Stochastic optimization, Bilevel Problems DE,GB,US,ES,IT,FR,MX English Mathematics, Südwestdeutscher Verlag für Hochschulschriften<

ISBN: 9783838150376

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 techniqu… Más…

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. Bücher, Hörbücher & Kalender / Bücher / Sachbuch / Naturwissenschaften / Mathematik<

2015, ISBN: 3838150376

Kartoniert / Broschiert, mit Schutzumschlag 11, [PU:Südwestdeutscher Verlag für Hochschulschriften]