Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - neues Buch
ISBN: 9783834899910
Two-stage stochastic programming models are considered as attractive tools for making optimal decisions under uncertainty. Traditionally, optimality is formalized by applying statistical … Mehr…
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 Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the set of real random variables. These stochastic orders enable the incorporation of the characteristics of whole distributions into the decision process. The profit or cost distributions must pass a benchmark test with a given acceptable distribution. Thus, additional objectives can be optimized. For this new class of stochastic optimization problems, results on structure and stability are proven and a tailored algorithm to tackle large problem instances is developed. The implications of the modelling background and numerical results from the application of the proposed algorithm are demonstrated with case studies from energy trading., Vieweg+Teubner Verlag<
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Uwe Gotzes: Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - neues Buch
ISBN: 9783834899910
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 propo… Mehr…
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. eBooks > Fremdsprachige eBooks > Englische eBooks > Sach- & Fachthemen > Mathematik; eBooks > Fremdsprachige eBooks > Englische eBooks > Sach- & Fachthemen > Informatik; eBooks > Fachbücher > Mathematik , Vieweg+Teubner Verlag, PDF, Vieweg+Teubner Verlag<
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Philip Mayrhofer: Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - neues Buch
ISBN: 9783834899910
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 propo… Mehr…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Fachmedien Wiesbaden<
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(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - neues Buch
ISBN: 9783834899910
Two-stage stochastic programming models are considered as attractive tools for making optimal decisions under uncertainty. Traditionally, optimality is formalized by applying statistical … Mehr…
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 Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the set of real random variables. These stochastic orders enable the incorporation of the characteristics of whole distributions into the decision process. The profit or cost distributions must pass a benchmark test with a given acceptable distribution. Thus, additional objectives can be optimized. For this new class of stochastic optimization problems, results on structure and stability are proven and a tailored algorithm to tackle large problem instances is developed. The implications of the modelling background and numerical results from the application of the proposed algorithm are demonstrated with case studies from energy trading., Vieweg+Teubner Verlag<
Nr. 978-3-8348-9991-0. Versandkosten:Worldwide free shipping, , DE. (EUR 0.00)
Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - neues Buch
ISBN: 9783834899910
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 propo… Mehr…
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. eBooks > Fremdsprachige eBooks > Englische eBooks > Sach- & Fachthemen > Mathematik; eBooks > Fremdsprachige eBooks > Englische eBooks > Sach- & Fachthemen > Informatik; eBooks > Fachbücher > Mathematik , Vieweg+Teubner Verlag, PDF, Vieweg+Teubner Verlag<
Nr. A1031471021. Versandkosten:Lieferzeiten außerhalb der Schweiz 3 bis 21 Werktage, , Sofort per Download lieferbar, zzgl. Versandkosten. (EUR 17.81)
Philip Mayrhofer: Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming - neues Buch
ISBN: 9783834899910
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 propo… Mehr…
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.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Fachmedien Wiesbaden<
No. 9783834899910. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten.
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Buch in der Datenbank seit 2010-12-21T07:12:16+01:00 (Zurich) Detailseite zuletzt geändert am 2023-11-10T19:24:07+01:00 (Zurich) ISBN/EAN: 9783834899910
ISBN - alternative Schreibweisen: 3-8348-9991-7, 978-3-8348-9991-0 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: götze uwe, mayrhofer Titel des Buches: stage, domina, integer programming, decision
Daten vom Verlag:
Autor/in: Uwe Gotzes Titel: Stochastic Programming; Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming Verlag: Vieweg+Teubner Verlag; Vieweg & Teubner 104 Seiten Erscheinungsjahr: 2009-09-30 Wiesbaden; DE Sprache: Englisch 96,29 € (DE) 99,00 € (AT) 118,00 CHF (CH) Available 104 p. 30 illus.
EA; E107; eBook; Nonbooks, PBS / Informatik, EDV/Informatik; Software Engineering; Verstehen; Entscheidungsfindung; Unsicherheit; Zufallsvariablen; linear optimization; modeling; partial orders; programming; stochastic orders; C; Software Engineering; Probability Theory; Mathematics; Mathematics and Statistics; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Mathematik; BC
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.
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