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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming

Language EnglishEnglish
Book Paperback
Book Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming Uwe Gotzes
Libristo code: 08923892
Publishers Springer Fachmedien Wiesbaden, July 2009
Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial... Full description
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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.

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About the book

Full name Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Author Uwe Gotzes
Language English
Binding Book - Paperback
Date of issue 2009
Number of pages 104
EAN 9783834808431
ISBN 9783834808431
Libristo code 08923892
Publishers Springer Fachmedien Wiesbaden
Weight 135
Dimensions 148 x 210 x 5

Categories

Mathematics & Science > Mathematics > Probability & statistics
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