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

Code: 08923892

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

by 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 solv ... more

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Book synopsis

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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Book category Books in English Mathematics & science Mathematics Probability & statistics

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