Risk Management in Stochastic Integer Programming / Najlacnejšie knihy
Risk Management in Stochastic Integer Programming

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

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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

55.93

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