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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - Stochastic Programming Uwe Gotzes 2009 edition
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - Stochastic Programming
Uwe Gotzes
Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the set of real random variables. He illustrates the superiority of the proposed decomposition method over standard solvers for example with numerical experiments with instances from energy investment.
104 pages, 30 black & white illustrations, 11 black & white tables, biography
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 28. juli 2009 |
| ISBN13 | 9783834808431 |
| Utgivere | Springer Fachmedien Wiesbaden |
| Antall sider | 104 |
| Mål | 148 × 210 × 5 mm · 131 g |
| Språk | Engelsk Tysk |
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