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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming

Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming

Paperback

Series: Stochastic Programming

General ScienceProbability & StatisticsProgramming

ISBN10: 3834808431
ISBN13: 9783834808431
Publisher: Springer Nature
Published: Jul 28 2009
Pages: 104
Weight: 0.29
Height: 0.22 Width: 5.83 Depth: 8.27
Language: English
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.

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