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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

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
Creator
Author
Subject
Genre
Language
eng
Summary
Two-stage stochastic optimization is a useful tool for making optimal decisions under uncertainty. Frederike Neise describes two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem: The well-known mean-risk 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 branch-and-bound techniques. Finally, both approaches - mean-risk 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
Member of
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
Instantiates
Publication
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 Two-Stage Stochastic Programs -- Stochastic Dominance Constraints induced by Mixed-Integer 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
10.1007/978-3-8348-9536-3
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-3-8348-0547-8
Specific material designation
remote
System control number
(OCoLC)288468505
Label
Risk management in stochastic integer programming : with application to dispersed power generation, Frederike Neise
Publication
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 Two-Stage Stochastic Programs -- Stochastic Dominance Constraints induced by Mixed-Integer 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
10.1007/978-3-8348-9536-3
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
978-3-8348-0547-8
Specific material designation
remote
System control number
(OCoLC)288468505

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