Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming

• Main Author: Gotzes, Uwe (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Wiesbaden : Vieweg+Teubner, 2009.
• Subjects: Computer science.; Software engineering.; Mathematics.; Probabilities.; Computer Science.; Software Engineering.; Probability Theory and Stochastic Processes.; Mathematics, general.

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...

Table of Contents:

• Increasing Convex Order Constraints Induced by Mixed-Integer Linear Recourse
• Competitive Risk-Averse Selling Price Determination for Electricity Retailers
• Decomposition Method
• Test Instances
• An Alternative Formulation for Optimization under Stochastic Dominance Constraints.