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Risk Management in Stochastic Integer Programming
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Risk Management in Stochastic Integer Programming

Forfatter:
Engelsk
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 .
Undertittel
With Application to Dispersed Power Generation
ISBN
9783834805478
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
28.7.2008
Antall sider
107