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Search - Generalized Bounds for Convex Multistage Stochastic Programs (Lecture Notes in Economics and Mathematical Systems) (v. 547)

Generalized Bounds for Convex Multistage Stochastic Programs (Lecture Notes in Economics and Mathematical Systems) (v. 547)
Generalized Bounds for Convex Multistage Stochastic Programs - Lecture Notes in Economics and Mathematical Systems - v. 547
Author: Daniel Kuhn
This book investigates convex multistage stochastic programs whose objective and constraint functions exhibit a generalized nonconvex dependence on the random parameters. Although the classical Jensen and Edmundson-Madansky type bounds or its extensions are generally not available for such problems, tight bounds can systematically be constructed...  more »
ISBN-13: 9783540225409
ISBN-10: 3540225404
Publication Date: 11/23/2004
Pages: 190
Edition: 1
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Publisher: Springer
Book Type: Paperback
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