Risk Management in Stochastic Integer Programming With Application to Dispersed Power Generation /

• Κύριος συγγραφέας: Neise, Frederike (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Vieweg+Teubner, 2008.
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.; Mathematics, general.

Two-stage stochastic optimization is a useful tool for making optimal decisions under uncertainty. Frederike Neise describes two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem: The well-known mean-risk modeling, which aims at finding a best solution in...

Πίνακας περιεχομένων:

• 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.