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Risk Management in Stochastic Integer Programming - With Application to Dispersed Power Generation (Paperback, 2008 ed.):... Risk Management in Stochastic Integer Programming - With Application to Dispersed Power Generation (Paperback, 2008 ed.)
Frederike Neise
R1,535 Discovery Miles 15 350
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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.

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