Risk Management in Stochastic Integer Programming

Risk Management in Stochastic Integer Programming
Author: Frederike Neise
Publisher: Springer Science & Business Media
Total Pages: 107
Release: 2008-09-25
Genre: Mathematics
ISBN: 3834895369
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The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approaches are applied to optimize the operation of a dispersed generation system.


Risk Management in Stochastic Integer Programming
Language: en
Pages: 107

Risk Management in Stochastic Integer Programming

Authors: Frederike Neise
Categories: Mathematics
Type: BOOK - Published: 2008-09-25 - Publisher: Springer Science & Business Media

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The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stoc
Stochastic Programming in Supply Chain Risk Management
Language: en
Pages: 370

Stochastic Programming in Supply Chain Risk Management

Authors: Tadeusz Sawik
Categories:
Type: BOOK - Published: - Publisher: Springer Nature

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Applications of Stochastic Programming
Language: en
Pages: 701

Applications of Stochastic Programming

Authors: Stein W. Wallace
Categories: Mathematics
Type: BOOK - Published: 2005-06-01 - Publisher: SIAM

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Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse coll
Supply Chain Disruption Management
Language: en
Pages: 487

Supply Chain Disruption Management

Authors: Tadeusz Sawik
Categories: Business & Economics
Type: BOOK - Published: 2020-05-29 - Publisher: Springer Nature

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This book deals with stochastic combinatorial optimization problems in supply chain disruption management, with a particular focus on management of disrupted fl
Stochastic Programming
Language: en
Pages: 549

Stochastic Programming

Authors: Horand Gassmann
Categories: Business & Economics
Type: BOOK - Published: 2013 - Publisher: World Scientific

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This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represe