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9783834808431

Decision Making With Dominance Constraints in Two-stage Stochastic Integer Programming

by
  • ISBN13:

    9783834808431

  • ISBN10:

    3834808431

  • Format: Paperback
  • Copyright: 2009-07-28
  • Publisher: Springer Verlag
  • Purchase Benefits
List Price: $129.00

Summary

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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