Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - Uwe Gotzes
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Saadetis 12-18 tööpäeva jooksul
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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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Kirjeldus
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.
Lisateave
| Autor | Uwe Gotzes |
|---|---|
| Kirjastaja | Vieweg+Teubner Verlag |
| Series | Stochastic Programming |
| Väljalaskeaasta | 2009 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9783834808431 |