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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Neise, Frederike (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Wiesbaden : Vieweg+Teubner Verlag : Imprint: Vieweg+Teubner Verlag, 2008.
Edición:1st ed. 2008.
Temas:
Probabilities.
Mathematics.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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