Discretization Methodology for Problems with Static Information Structure (SIS)

Pierre Carpentier; Jean Philippe Chancelier; Guy Cohen; Michel De Lara

doi:10.1007/978-3-319-18138-7_6

Discretization Methodology for Problems with Static Information Structure (SIS)

Pierre Carpentier
, Jean Philippe Chancelier
, Guy Cohen
, Michel De Lara

École des ponts

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

We are mainly interested in devising systematic approaches to the discretization of such problems in order to solve them numerically with the help of a computer.

Original language	English
Title of host publication	Probability Theory and Stochastic Modelling
Publisher	Springer Nature
Pages	155-180
Number of pages	26
DOIs	https://doi.org/10.1007/978-3-319-18138-7_6
Publication status	Published - 1 Jan 2015

Publication series

Name	Probability Theory and Stochastic Modelling
Volume	75
ISSN (Print)	2199-3130
ISSN (Electronic)	2199-3149

Keywords

Admissible Solution
Discrete Problem
Optimal Quantization
Scenario Tree
Voronoi Cell

Access to Document

10.1007/978-3-319-18138-7_6

Cite this

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title = "Discretization Methodology for Problems with Static Information Structure (SIS)",

abstract = "We are mainly interested in devising systematic approaches to the discretization of such problems in order to solve them numerically with the help of a computer.",

keywords = "Admissible Solution, Discrete Problem, Optimal Quantization, Scenario Tree, Voronoi Cell",

author = "Pierre Carpentier and Chancelier, \{Jean Philippe\} and Guy Cohen and \{De Lara\}, Michel",

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Discretization Methodology for Problems with Static Information Structure (SIS). / Carpentier, Pierre; Chancelier, Jean Philippe; Cohen, Guy et al.
Probability Theory and Stochastic Modelling. Springer Nature, 2015. p. 155-180 (Probability Theory and Stochastic Modelling; Vol. 75).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

T1 - Discretization Methodology for Problems with Static Information Structure (SIS)

AU - Carpentier, Pierre

AU - Chancelier, Jean Philippe

AU - Cohen, Guy

AU - De Lara, Michel

PY - 2015/1/1

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AB - We are mainly interested in devising systematic approaches to the discretization of such problems in order to solve them numerically with the help of a computer.

KW - Admissible Solution

KW - Discrete Problem

KW - Optimal Quantization

KW - Scenario Tree

KW - Voronoi Cell

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DO - 10.1007/978-3-319-18138-7_6

M3 - Chapter

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SP - 155

EP - 180

BT - Probability Theory and Stochastic Modelling

PB - Springer Nature

ER -

Discretization Methodology for Problems with Static Information Structure (SIS)

Abstract

Publication series

Keywords

Access to Document

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