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

by

Write The First Customer Review

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.

Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming 2009, Vieweg+teubner Verlag

ISBN-13: 9783834808431

2009 edition

Trade paperback

Select