Decision making with dominance constraints in two-stage stochastic integer programming
Two-stage stochastic programming models are considered as attractive tools for making optimal decisions under uncertainty. Traditionally, optimality is formalized by applying statistical parameters such as the expectation or the conditional value at risk to the distributions of objective values. Uwe...
Enregistré dans:
| Hovedforfatter: | |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Wiesbaden :
Vieweg+Teubner Verlag
[20..].
Cham : Springer Nature |
| Udgivelse: | 1st ed. 2009. |
| Serier: | Stochastic Programming
|
| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Description d'apès consultation du 27 janvier 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming, Texte imprimé, 9783834808431 |
Indholdsfortegnelse:
- Increasing Convex Order Constraints Induced by Mixed-Integer Linear Recourse Competitive Risk-Averse Selling Price Determination for Electricity Retailers Decomposition Method Test Instances An Alternative Formulation for Optimization under Stochastic Dominance Constraints.