Risk management in stochastic integer programming [electronic resource] : with application to dispersed power generation / Frederike Neise.

Two-stage stochastic optimization is a useful tool for making optimal decisions under uncertainty. Frederike Neise describes two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem: The well-known mean-risk modeling, which aims at finding a best solution in...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Neise, Frederike (Author)
Format:	Thesis Electronic eBook
Language:	English
Published:	Wiesbaden : Vieweg + Teubner, 2008.
Edition:	1. ed.
Series:	Wissenschaft (Vieweg+Teubner) Vieweg+Teubner research.
Subjects:	Stochastic programming. Integer programming. Risk management > Mathematical models. Mathematics.