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

Paperback Engels 2009 2009e druk 9783834808431
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Samenvatting

Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the set of real random variables. He illustrates the superiority of the proposed decomposition method over standard solvers for example with numerical experiments with instances from energy investment.

Specificaties

ISBN13:9783834808431
Taal:Engels
Bindwijze:paperback
Aantal pagina's:104
Druk:2009

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Inhoudsopgave

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.

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