Risk Management in Stochastic Integer Programming

With Application to Dispersed Power Generation

Paperback Engels 2008 2008e druk 9783834805478
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approaches are applied to optimize the operation of a dispersed generation system.

Specificaties

ISBN13:9783834805478
Taal:Engels
Bindwijze:paperback
Aantal pagina's:107
Druk:2008

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Inhoudsopgave

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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        Risk Management in Stochastic Integer Programming