Frederike Neise
Vieweg+Teubner Verlag
2008e druk, 2008
9783834805478
Risk Management in Stochastic Integer Programming
With Application to Dispersed Power Generation
Specificaties
Paperback, 107 blz.
|
Engels
Vieweg+Teubner Verlag |
2008e druk, 2008
ISBN13: 9783834805478
Rubricering
Levertijd ongeveer 8 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9783834805478
Taal:Engels
Bindwijze:paperback
Aantal pagina's:107
Uitgever:Vieweg+Teubner Verlag
Druk:2008
Inhoudsopgave
Risk Measures in Two-Stage Stochastic Programs.- Stochastic Dominance Constraints induced by Mixed-Integer Linear Recourse.- Application: Optimal Operation of a Dispersed Generation System.- Conclusion and Perspective.