Kód: 02844977
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 ... celý popis
Angličtina
34.83 €
Bežne: 40.84 €
Ušetríte 6.01 €

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Anotácia 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.
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics
34.83 €
Angličtina
Osobný odber Bratislava a 12792 dalších
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