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

• Main Author: Neise, Frederike (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Wiesbaden : Vieweg+Teubner, 2008.
• Subjects: 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...

Table of Contents:

• 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.