Decision making with dominance constraints in two-stage stochastic integer programming:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Wiesbaden
Vieweg + Teubner
2009
|
| Ausgabe: | 1. Aufl. |
| Schriftenreihe: | Vieweg + Teubner research : Stochastic programming
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 89 S. graph. Darst. 21 cm |
| ISBN: | 9783834808431 |
Internformat
MARC
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| 100 | 1 | |a Gotzes, Uwe |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Decision making with dominance constraints in two-stage stochastic integer programming |c Uwe Gotzes. With a foreword by Rüdiger Schultz |
| 250 | |a 1. Aufl. | ||
| 264 | 1 | |a Wiesbaden |b Vieweg + Teubner |c 2009 | |
| 300 | |a 89 S. |b graph. Darst. |c 21 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Vieweg + Teubner research : Stochastic programming | |
| 502 | |a Zugl.: Duisburg-Essen, Univ., Diss., 2009 | ||
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| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
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Datensatz im Suchindex
| _version_ | 1804140007480360960 |
|---|---|
| adam_text | Titel: Decision making with dominance constraints in two-stage stochastic integer programming
Autor: Gotzes, Uwe
Jahr: 2009
Contents
1 Introduction 1
1.1 Two-Stage Stochastic Mixed-Integer Linear Programs with Recourse 3
1.2 Risk Aversion by Stochastic Ordering Constraints......... 7
2 Increasing Convex Order Constraints Induced by Mixed-Integer Lin-
ear Recourse 13
2.1 Structural Properties ........................ 13
2.2 Deterministic Equivalents...................... 21
2.3 Multiple Dominance Constraints.................. 30
3 Competitive Risk-Averse Selling Price Determination for Electricity
Retailers 33
3.1 Introduction............................. 33
3.2 Retailer Problem with Stochastic Dominance Constraints..... 34
3.3 CaseStudy ............................. 39
3.4 Conclusions............................. 44
4 Decomposition Method 49
5 Test Instances 61
5.1 Optimal Planning of a Local Heat Network............ 61
5.2 Sudoku Instances.......................... 71
6 An Alternative Formulation for Optimization under Stochastic Domi-
nance Constraints 73
References 79
Symbol Index 91
|
| any_adam_object | 1 |
| author | Gotzes, Uwe |
| author_facet | Gotzes, Uwe |
| author_role | aut |
| author_sort | Gotzes, Uwe |
| author_variant | u g ug |
| building | Verbundindex |
| bvnumber | BV035728717 |
| classification_rvk | SK 830 |
| ctrlnum | (OCoLC)434512023 (DE-599)DNB993614078 |
| dewey-full | 519.542 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.542 |
| dewey-search | 519.542 |
| dewey-sort | 3519.542 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. Aufl. |
| format | Thesis Book |
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| id | DE-604.BV035728717 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:53:08Z |
| institution | BVB |
| isbn | 9783834808431 |
| language | English |
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| physical | 89 S. graph. Darst. 21 cm |
| publishDate | 2009 |
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| series2 | Vieweg + Teubner research : Stochastic programming |
| spelling | Gotzes, Uwe Verfasser aut Decision making with dominance constraints in two-stage stochastic integer programming Uwe Gotzes. With a foreword by Rüdiger Schultz 1. Aufl. Wiesbaden Vieweg + Teubner 2009 89 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Vieweg + Teubner research : Stochastic programming Zugl.: Duisburg-Essen, Univ., Diss., 2009 Entscheidungstheorie - Stochastische ganzzahlige Optimierung Stochastische ganzzahlige Optimierung (DE-588)4225687-2 gnd rswk-swf Entscheidungstheorie (DE-588)4138606-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Entscheidungstheorie (DE-588)4138606-1 s Stochastische ganzzahlige Optimierung (DE-588)4225687-2 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018005348&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Gotzes, Uwe Decision making with dominance constraints in two-stage stochastic integer programming Entscheidungstheorie - Stochastische ganzzahlige Optimierung Stochastische ganzzahlige Optimierung (DE-588)4225687-2 gnd Entscheidungstheorie (DE-588)4138606-1 gnd |
| subject_GND | (DE-588)4225687-2 (DE-588)4138606-1 (DE-588)4113937-9 |
| title | Decision making with dominance constraints in two-stage stochastic integer programming |
| title_auth | Decision making with dominance constraints in two-stage stochastic integer programming |
| title_exact_search | Decision making with dominance constraints in two-stage stochastic integer programming |
| title_full | Decision making with dominance constraints in two-stage stochastic integer programming Uwe Gotzes. With a foreword by Rüdiger Schultz |
| title_fullStr | Decision making with dominance constraints in two-stage stochastic integer programming Uwe Gotzes. With a foreword by Rüdiger Schultz |
| title_full_unstemmed | Decision making with dominance constraints in two-stage stochastic integer programming Uwe Gotzes. With a foreword by Rüdiger Schultz |
| title_short | Decision making with dominance constraints in two-stage stochastic integer programming |
| title_sort | decision making with dominance constraints in two stage stochastic integer programming |
| topic | Entscheidungstheorie - Stochastische ganzzahlige Optimierung Stochastische ganzzahlige Optimierung (DE-588)4225687-2 gnd Entscheidungstheorie (DE-588)4138606-1 gnd |
| topic_facet | Entscheidungstheorie - Stochastische ganzzahlige Optimierung Stochastische ganzzahlige Optimierung Entscheidungstheorie Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018005348&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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