Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Two-stage stochastic programming models are considered as attractive tools for making optimal decisions under uncertainty. Traditionally, optimality is formalized by applying statistical parameters such as the expectation or the conditional value at risk to the distributions of objective values. Uwe...
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| Format: | Electronic eBook |
| Language: | English |
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Wiesbaden :
Vieweg+Teubner,
2009.
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| Online Access: | Full Text via HEAL-Link |
