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
- Language:
English - Binding: Paperback
- Number of pages: 104
Publisher: Springer Fachmedien Wiesbaden, 2009
- More about this
122.83 €
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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.
Book details
Book category Knihy po anglicky Mathematics & science Mathematics Probability & statistics
122.83 €
- Full title: Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
- Author: Uwe Gotzes
- Language: English
- Binding: Paperback
- Number of pages: 104
- EAN: 9783834808431
- ISBN: 9783834808431
- ID: 08923892
- Publisher: Springer Fachmedien Wiesbaden
- Weight: 135 g
- Dimensions: 210 × 148 × 5 mm
- Date of publishing: 28. July 2009
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