Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Download or Read eBook Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming PDF written by Uwe Gotzes and published by Springer Science & Business Media. This book was released on 2009-09-30 with total page 96 pages. Available in PDF, EPUB and Kindle.
Author | : Uwe Gotzes |
Publisher | : Springer Science & Business Media |
Total Pages | : 96 |
Release | : 2009-09-30 |
ISBN-10 | : 9783834899910 |
ISBN-13 | : 3834899917 |
Rating | : 4/5 (10 Downloads) |
Book Synopsis Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming by : Uwe Gotzes
Book excerpt: 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.