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Risk Management in Stochastic Integer Programming With Application to Dispersed Power Generation /
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...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Wiesbaden :
Vieweg+Teubner Verlag : Imprint: Vieweg+Teubner Verlag,
2008.
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| Edición: | 1st ed. 2008. |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 001 | 978-3-8348-9536-3 | ||
| 003 | DE-He213 | ||
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| 008 | 100301s2008 gw | s |||| 0|eng d | ||
| 020 | |a 9783834895363 |9 978-3-8348-9536-3 | ||
| 024 | 7 | |a 10.1007/978-3-8348-9536-3 |2 doi | |
| 050 | 4 | |a QA273.A1-274.9 | |
| 072 | 7 | |a PBT |2 bicssc | |
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| 100 | 1 | |a Neise, Frederike. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Risk Management in Stochastic Integer Programming |h [electronic resource] : |b With Application to Dispersed Power Generation / |c by Frederike Neise. |
| 250 | |a 1st ed. 2008. | ||
| 264 | 1 | |a Wiesbaden : |b Vieweg+Teubner Verlag : |b Imprint: Vieweg+Teubner Verlag, |c 2008. | |
| 300 | |a VIII, 107 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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 terms of expected costs and risk measures, and stochastic programming with first order dominance constraints that heads towards a decision dominating a given cost benchmark and optimizing an additional objective. For this new class of stochastic optimization problems results on structure and stability are proven. Moreover, the author develops equivalent deterministic formulations of the problem, which are efficiently solved by the presented dual decomposition method based on Lagrangian relaxation and branch-and-bound techniques. Finally, both approaches - mean-risk optimization and dominance constrained programming - are applied to find an optimal operation schedule for a dispersed generation system, a problem from energy industry that is substantially influenced by uncertainty. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Mathematics. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Mathematics. |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783834805478 |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-8348-9536-3 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||