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Risk Management in Stochastic Integer Programming

With Application to Dispersed Power Generation

Language EnglishEnglish
Book Paperback
Book Risk Management in Stochastic Integer Programming Frederike Neise
Libristo code: 03621053
Publishers Springer Fachmedien Wiesbaden, July 2008
The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic opt... Full description
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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.

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About the book

Full name Risk Management in Stochastic Integer Programming
Author Frederike Neise
Language English
Binding Book - Paperback
Date of issue 2008
Number of pages 107
EAN 9783834805478
ISBN 3834805475
Libristo code 03621053
Publishers Springer Fachmedien Wiesbaden
Weight 241
Dimensions 148 x 210 x 6

Categories

Mathematics & Science > Mathematics > Probability & statistics
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