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Risk Management in Stochastic Integer Programming
Tallenna

Risk Management in Stochastic Integer Programming

1 The two-stage stochastic optimization problem . 2 Quantile-based risk measures . 1 Introduction to Stochastic Dominance . 1 Stochastic orders for the preference of higher outcomes . 2 Stochastic orders for the preference of smaller outcomes . 2 Stochastic Dominance Constraints . 2 Results concerning structure and stability .
Alaotsikko
With Application to Dispersed Power Generation
Kirjailija
Frederike Neise
ISBN
9783834805478
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
28.7.2008
Sivumäärä
107