The Resource Risk management in stochastic integer programming : with application to dispersed power generation, Frederike Neise
Risk management in stochastic integer programming : with application to dispersed power generation, Frederike Neise
Resource Information
The item Risk management in stochastic integer programming : with application to dispersed power generation, Frederike Neise represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Risk management in stochastic integer programming : with application to dispersed power generation, Frederike Neise represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 Twostage stochastic optimization is a useful tool for making optimal decisions under uncertainty. Frederike Neise describes two concepts to handle the classic linear mixedinteger twostage stochastic optimization problem: The wellknown meanrisk modeling, which aims at finding a best solution in terms of expected costs and risk measures, and stochastic programming with first order dominance constraints that heads towards a decision dominating a given cost benchmark and optimizing an additional objective. For this new class of stochastic optimization problems results on structure and stability are proven. Moreover, the author develops equivalent deterministic formulations of the problem, which are efficiently solved by the presented dual decomposition method based on Lagrangian relaxation and branchandbound techniques. Finally, both approaches  meanrisk optimization and dominance constrained programming  are applied to find an optimal operation schedule for a dispersed generation system, a problem from energy industry that is substantially influenced by uncertainty
 Language
 eng
 Edition
 1. ed.
 Extent
 1 online resource (viii, 105 pages)
 Contents

 Risk Measures in TwoStage Stochastic Programs
 Stochastic Dominance Constraints induced by MixedInteger Linear Recourse
 Application: Optimal Operation of a Dispersed Generation System
 Conclusion and Perspective
 Isbn
 9783834895363
 Label
 Risk management in stochastic integer programming : with application to dispersed power generation
 Title
 Risk management in stochastic integer programming
 Title remainder
 with application to dispersed power generation
 Statement of responsibility
 Frederike Neise
 Subject

 Academic theses
 Ganzzahlige Optimierung
 Integer programming
 Integer programming
 Integer programming
 Integer programming
 Mathematics
 Mathematics
 Mathematics
 Mathematics
 Risikomanagement
 Risk management  Mathematical models
 Risk management  Mathematical models
 Risk management  Mathematical models
 Risk management  Mathematical models
 Stochastic programming
 Stochastic programming
 Stochastic programming
 Stochastic programming
 Academic theses
 Academic theses
 Language
 eng
 Summary
 Twostage stochastic optimization is a useful tool for making optimal decisions under uncertainty. Frederike Neise describes two concepts to handle the classic linear mixedinteger twostage stochastic optimization problem: The wellknown meanrisk modeling, which aims at finding a best solution in terms of expected costs and risk measures, and stochastic programming with first order dominance constraints that heads towards a decision dominating a given cost benchmark and optimizing an additional objective. For this new class of stochastic optimization problems results on structure and stability are proven. Moreover, the author develops equivalent deterministic formulations of the problem, which are efficiently solved by the presented dual decomposition method based on Lagrangian relaxation and branchandbound techniques. Finally, both approaches  meanrisk optimization and dominance constrained programming  are applied to find an optimal operation schedule for a dispersed generation system, a problem from energy industry that is substantially influenced by uncertainty
 Cataloging source
 GW5XE
 http://library.link/vocab/creatorName
 Neise, Frederike
 Dewey number
 519.77
 Dissertation note
 Zugl.: Duisburg, Essen, University, Diss., 2008.
 Illustrations
 illustrations
 Index
 no index present
 LC call number
 QA402.5
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 theses
 Series statement

 Wissenschaft
 Vieweg+Teubner research
 http://library.link/vocab/subjectName

 Stochastic programming
 Integer programming
 Risk management
 Mathematics
 Integer programming
 Risk management
 Mathematics
 Stochastic programming
 Integer programming
 Mathematics
 Risk management
 Stochastic programming
 Risikomanagement
 Ganzzahlige Optimierung
 Label
 Risk management in stochastic integer programming : with application to dispersed power generation, Frederike Neise
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Risk Measures in TwoStage Stochastic Programs  Stochastic Dominance Constraints induced by MixedInteger Linear Recourse  Application: Optimal Operation of a Dispersed Generation System  Conclusion and Perspective
 Control code
 288468505
 Dimensions
 unknown
 Edition
 1. ed.
 Extent
 1 online resource (viii, 105 pages)
 Form of item
 online
 Isbn
 9783834895363
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9783834895363
 Other physical details
 illustrations
 http://library.link/vocab/ext/overdrive/overdriveId
 9783834805478
 Specific material designation
 remote
 System control number
 (OCoLC)288468505
 Label
 Risk management in stochastic integer programming : with application to dispersed power generation, Frederike Neise
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Risk Measures in TwoStage Stochastic Programs  Stochastic Dominance Constraints induced by MixedInteger Linear Recourse  Application: Optimal Operation of a Dispersed Generation System  Conclusion and Perspective
 Control code
 288468505
 Dimensions
 unknown
 Edition
 1. ed.
 Extent
 1 online resource (viii, 105 pages)
 Form of item
 online
 Isbn
 9783834895363
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other control number
 10.1007/9783834895363
 Other physical details
 illustrations
 http://library.link/vocab/ext/overdrive/overdriveId
 9783834805478
 Specific material designation
 remote
 System control number
 (OCoLC)288468505
Subject
 Academic theses
 Ganzzahlige Optimierung
 Integer programming
 Integer programming
 Integer programming
 Integer programming
 Mathematics
 Mathematics
 Mathematics
 Mathematics
 Risikomanagement
 Risk management  Mathematical models
 Risk management  Mathematical models
 Risk management  Mathematical models
 Risk management  Mathematical models
 Stochastic programming
 Stochastic programming
 Stochastic programming
 Stochastic programming
 Academic theses
 Academic theses
Genre
Member of
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Riskmanagementinstochasticintegerprogramming/VocDqi6c1iI/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Riskmanagementinstochasticintegerprogramming/VocDqi6c1iI/">Risk management in stochastic integer programming : with application to dispersed power generation, Frederike Neise</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>