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

Author:   Uwe Gotzes
Publisher:   Springer Fachmedien Wiesbaden
Edition:   2009 ed.
ISBN:  

9783834808431


Pages:   104
Publication Date:   28 July 2009
Format:   Paperback
Availability:   In Print   Availability explained
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming


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Overview

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.

Full Product Details

Author:   Uwe Gotzes
Publisher:   Springer Fachmedien Wiesbaden
Imprint:   Vieweg+Teubner Verlag
Edition:   2009 ed.
Dimensions:   Width: 14.80cm , Height: 0.50cm , Length: 21.00cm
Weight:   0.216kg
ISBN:  

9783834808431


ISBN 10:   3834808431
Pages:   104
Publication Date:   28 July 2009
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.
Language:   English

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Dr. Uwe Gotzes completed his doctoral thesis at the Department of Mathematics at the University of Duisburg-Essen. He is a network planner at E.ON Gastransport.

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