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Sinopsis
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. This implications of the modeling background and numerical results from the application of the proposed algorithm are demonstrated with case studies from energy trading.
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Dr. Uwe Gotzes completed his doctoral thesis at the Department of Mathematics at the University of Duisburg-Essen. He is a network planner at E.ON Gastransport.
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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.
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Publicado por
Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
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Librería: Buchpark, Trebbin, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: Sehr gut. Zustand: Sehr gut | Seiten: 104 | Sprache: Englisch | Produktart: Bücher. Nº de ref. del artículo: 5203968/12
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Decision Making With Dominance Constraints In Two-Stage Stochastic Integer Programming (Stochastic Programming) [Taschenbuch] Levesley, Jeremy; Marletta, Marco und Gotzes, Uwe
Publicado por
Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
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Softcover. Condición: 1. (worldwide shipping & payment): 91 Seiten, 1. Auflage von 2009, kaum Gebrauchsspuren, Versand in das Ausland freigeschaltet, Versandrabatt möglich. Nº de ref. del artículo: M-GO-10521
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming (Stochastic Programming)
Publicado por
Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
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Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Publicado por
Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
Nuevo
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Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Dr. Uwe Gotzes completed his doctoral thesis at the Department of Mathematics at the University of Duisburg-Essen. He is a network planner at E.ON Gastransport.Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based up. Nº de ref. del artículo: 5379307
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Publicado por
Vieweg+Teubner, Vieweg+Teubner Verlag Jul 2009, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
Nuevo
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 100 pp. Englisch. Nº de ref. del artículo: 9783834808431
Cantidad disponible: 2 disponibles
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Publicado por
Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9783834808431
Cantidad disponible: 1 disponibles
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Publicado por
Vieweg+Teubner Verlag, Vieweg+Teubner Verlag Jul 2009, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Neuware -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.Springer Vieweg in Springer Science + Business Media, Abraham-Lincoln-Straße 46, 65189 Wiesbaden 104 pp. Englisch. Nº de ref. del artículo: 9783834808431
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming (Stochastic Programming)
Publicado por
Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
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Librería: Mispah books, Redhill, SURRE, Reino Unido
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Paperback. Condición: Like New. Like New. book. Nº de ref. del artículo: ERICA79638348084316
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Decision Making With Dominance Constraints In Two-Stage Stochastic Integer Programming
Librería: Revaluation Books, Exeter, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: Brand New. 2009 edition. 89 pages. 8.27x5.83x0.39 inches. In Stock. Nº de ref. del artículo: x-3834808431
Cantidad disponible: 2 disponibles
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming (Stochastic Programming)
Publicado por
Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431
ISBN 13: 9783834808431
Nuevo
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Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: ABLIING23Apr0316110070119
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