skip to content
Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming Preview this item
ClosePreview this item
Checking...

Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming

Author: Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara
Publisher: Cham : Springer, 2015.
Series: Probability theory and stochastic modelling, 75.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Printed edition:
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara
ISBN: 9783319181387 3319181386 3319181378 9783319181370
OCLC Number: 908685769
Description: 1 online resource.
Contents: I Preliminaries --
1. Issues and Problems in Decision Making under Uncertainty --
2. Open-Loop Control: The Stochastic Gradient Method --
II Decision under Uncertainty and the Role of Information.- 3. Tools for Information Handling.- 4. Information and Stochastic Optimization Problems.- Optimality Conditions for SOC Problems --
III Discretization and Numerical Methods --
6. Discretization Methodology for Problems with SIS --
7. Numerical Algorithms --
IV Convergence Analysis --
8. Convergence Issues in Stochastic Optimization --
V Advanced Topics --
9. Multi-Agent Decision Problems --
Dual Effect for Multi-Agent Stochastic I-O Systems --
VI Appendices --
A. Basics in Analysis and Optimization --
B. Basics in Probability --
References --
Index.
Series Title: Probability theory and stochastic modelling, 75.
Responsibility: Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel de Lara.

Abstract:

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the  Read more...

Reviews

Editorial reviews

Publisher Synopsis

"I consider the book as a guide to the different aspects of stochastic optimization and the most important motive for distinguishing it from other similar textbooks and monographs is a great emphasis Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/908685769> # Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming
    a schema:Book, schema:MediaObject, schema:CreativeWork ;
    library:oclcnum "908685769" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/sz> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/2520139193#Topic/mathematics_probability_&_statistics_general> ; # MATHEMATICS--Probability & Statistics--General
    schema:about <http://experiment.worldcat.org/entity/work/data/2520139193#Topic/stochastic_programming> ; # Stochastic programming
    schema:about <http://experiment.worldcat.org/entity/work/data/2520139193#Topic/stochastic_control_theory> ; # Stochastic control theory
    schema:about <http://experiment.worldcat.org/entity/work/data/2520139193#Topic/mathematics_applied> ; # MATHEMATICS--Applied
    schema:about <http://dewey.info/class/519.2/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/2520139193#Topic/stochastic_models> ; # Stochastic models
    schema:author <http://experiment.worldcat.org/entity/work/data/2520139193#Person/carpentier_pierre> ; # Pierre Carpentier
    schema:author <http://experiment.worldcat.org/entity/work/data/2520139193#Person/chancelier_jean_philippe> ; # Jean-Philippe Chancelier
    schema:author <http://experiment.worldcat.org/entity/work/data/2520139193#Person/de_lara_michel_1961> ; # Michel De Lara
    schema:author <http://experiment.worldcat.org/entity/work/data/2520139193#Person/cohen_guy> ; # Guy Cohen
    schema:bookFormat schema:EBook ;
    schema:datePublished "2015" ;
    schema:description "I Preliminaries -- 1. Issues and Problems in Decision Making under Uncertainty -- 2. Open-Loop Control: The Stochastic Gradient Method -- II Decision under Uncertainty and the Role of Information.- 3. Tools for Information Handling.- 4. Information and Stochastic Optimization Problems.- Optimality Conditions for SOC Problems -- III Discretization and Numerical Methods -- 6. Discretization Methodology for Problems with SIS -- 7. Numerical Algorithms -- IV Convergence Analysis -- 8. Convergence Issues in Stochastic Optimization -- V Advanced Topics -- 9. Multi-Agent Decision Problems -- Dual Effect for Multi-Agent Stochastic I-O Systems -- VI Appendices -- A. Basics in Analysis and Optimization -- B. Basics in Probability -- References -- Index."@en ;
    schema:description "The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/2520139193> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/2520139193#Series/probability_theory_and_stochastic_modelling> ; # Probability theory and stochastic modelling ;
    schema:isSimilarTo <http://worldcat.org/entity/work/data/2520139193#CreativeWork/> ;
    schema:name "Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming"@en ;
    schema:productID "908685769" ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=990749> ;
    schema:url <https://0-link-springer-com.pugwash.lib.warwick.ac.uk/book/10.1007/978-3-319-18138-7> ;
    schema:url <https://grinnell.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-18138-7> ;
    schema:url <http://site.ebrary.com/id/11054593> ;
    schema:url <https://link.springer.com/openurl?genre=book&isbn=978-3-319-18137-0> ;
    schema:url <http://dx.doi.org/10.1007/978-3-319-18138-7> ;
    schema:url <https://login.libproxy.uregina.ca:8443/login?url=https://link.springer.com/openurl?genre=book&isbn=978-3-319-18137-0> ;
    schema:url <http://proxy.library.carleton.ca/login?url=http://link.springer.com/10.1007/978-3-319-18138-7> ;
    schema:url <http://books.scholarsportal.info/viewdoc.html?id=/ebooks/ebooks3/springer/2016-03-02/2/9783319181387> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=2096107> ;
    schema:url <http://www.myilibrary.com?id=790367> ;
    schema:url <http://link.springer.com/10.1007/978-3-319-18138-7> ;
    schema:url <https://link.springer.com/10.1007/978-3-319-18138-7> ;
    schema:url <http://link.springer.com/openurl?genre=book&isbn=978-3-319-18137-0> ;
    schema:url <http://proxy.library.carleton.ca/login?url=http://books.scholarsportal.info/viewdoc.html?id=/ebooks/ebooks3/springer/2016-03-02/2/9783319181387> ;
    schema:workExample <http://worldcat.org/isbn/9783319181387> ;
    schema:workExample <http://dx.doi.org/10.1007/978-3-319-18138-7> ;
    schema:workExample <http://worldcat.org/isbn/9783319181370> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/908685769> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/2520139193#Person/carpentier_pierre> # Pierre Carpentier
    a schema:Person ;
    schema:familyName "Carpentier" ;
    schema:givenName "Pierre" ;
    schema:name "Pierre Carpentier" ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Person/chancelier_jean_philippe> # Jean-Philippe Chancelier
    a schema:Person ;
    schema:familyName "Chancelier" ;
    schema:givenName "Jean-Philippe" ;
    schema:name "Jean-Philippe Chancelier" ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Person/cohen_guy> # Guy Cohen
    a schema:Person ;
    schema:familyName "Cohen" ;
    schema:givenName "Guy" ;
    schema:name "Guy Cohen" ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Person/de_lara_michel_1961> # Michel De Lara
    a schema:Person ;
    schema:birthDate "1961" ;
    schema:familyName "De Lara" ;
    schema:givenName "Michel" ;
    schema:name "Michel De Lara" ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Series/probability_theory_and_stochastic_modelling> # Probability theory and stochastic modelling ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/908685769> ; # Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming
    schema:name "Probability theory and stochastic modelling ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Topic/mathematics_applied> # MATHEMATICS--Applied
    a schema:Intangible ;
    schema:name "MATHEMATICS--Applied"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Topic/mathematics_probability_&_statistics_general> # MATHEMATICS--Probability & Statistics--General
    a schema:Intangible ;
    schema:name "MATHEMATICS--Probability & Statistics--General"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Topic/stochastic_control_theory> # Stochastic control theory
    a schema:Intangible ;
    schema:name "Stochastic control theory"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Topic/stochastic_models> # Stochastic models
    a schema:Intangible ;
    schema:name "Stochastic models"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/2520139193#Topic/stochastic_programming> # Stochastic programming
    a schema:Intangible ;
    schema:name "Stochastic programming"@en ;
    .

<http://worldcat.org/entity/work/data/2520139193#CreativeWork/>
    a schema:CreativeWork ;
    schema:description "Printed edition:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/908685769> ; # Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming
    .

<http://worldcat.org/isbn/9783319181370>
    a schema:ProductModel ;
    schema:isbn "3319181378" ;
    schema:isbn "9783319181370" ;
    .

<http://worldcat.org/isbn/9783319181387>
    a schema:ProductModel ;
    schema:isbn "3319181386" ;
    schema:isbn "9783319181387" ;
    .

<http://www.worldcat.org/title/-/oclc/908685769>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/908685769> ; # Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming
    schema:dateModified "2018-08-08" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.