Risk Management in Stochastic Integer Programming
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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.
![Risk Management in Stochastic Integer Programming Risk Management in Stochastic Integer Programming](https://cos.richshop.de/servlet/images/9783834895363.jpg?w=300)
- Autor: Frederike Neise
- Seitenzahl: 107
- Format: PDF
- DRM: social-drm (ohne Kopierschutz)
- Erscheinungsdatum: 25.09.2008
- Herausgeber: VIEWEG+TEUBNER