Code: 03621053
Risk Management in Stochastic Integer Programming
by Frederike Neise
The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approa ... more
- Language:
English - Binding: Paperback
- Number of pages: 107
Publisher: Springer Fachmedien Wiesbaden, 2008
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51.66 €
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Book synopsis
The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approaches are applied to optimize the operation of a dispersed generation system.
Book details
Book category Books in English Mathematics & science Mathematics Probability & statistics
51.66 €
- Full title: Risk Management in Stochastic Integer Programming
- Subtitle: With Application to Dispersed Power Generation
- Author: Frederike Neise
- Language: English
- Binding: Paperback
- Number of pages: 107
- EAN: 9783834805478
- ISBN: 3834805475
- ID: 03621053
- Publisher: Springer Fachmedien Wiesbaden
- Weight: 241 g
- Dimensions: 210 × 148 × 6 mm
- Date of publishing: 28. July 2008
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