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Decision Making Dominance Constraints by Gotzes Uwe (10 results)
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Published by Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: English
£ 5.02
Convert currency£ 7.62 shipping from Germany to United KingdomQuantity: 1 available
Add to basketCondition: Sehr gut. Zustand: Sehr gut - Neubindung | Seiten: 104 | Sprache: Englisch | Produktart: Bücher.
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Decision Making With Dominance Constraints In Two-Stage Stochastic Integer Programming (Stochastic Programming) [Taschenbuch] Levesley, Jeremy; Marletta, Marco und Gotzes, Uwe
Published by Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: German
£ 8.21
Convert currency£ 38.54 shipping from Germany to United KingdomQuantity: 1 available
Add to basketSoftcover. Condition: 1. (worldwide shipping & payment): 91 Seiten, 1. Auflage von 2009, kaum Gebrauchsspuren, Versand in das Ausland freigeschaltet, Versandrabatt möglich.
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming (Stochastic Programming)
Published by Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: English
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 90.09
Convert currencyFree shipping within United KingdomQuantity: Over 20 available
Add to basketCondition: New. In.
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Published by Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: English
£ 94.39
Convert currency£ 11.98 shipping from Germany to United KingdomQuantity: 1 available
Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Two-stage stochastic programming models are considered as attractive tools for making optimal decisions under uncertainty. Traditionally, optimality is formalized by applying statistical parameters such as the expectation or the conditional value at risk to the distributions of objective values. Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the set of real random variables. These stochastic orders enable the incorporation of the characteristics of whole distributions into the decision process. The profit or cost distributions must pass a benchmark test with a given acceptable distribution. Thus, additional objectives can be optimized. For this new class of stochastic optimization problems, results on structure and stability are proven and a tailored algorithm to tackle large problem instances is developed. The implications of the modelling background and numerical results from the application of the proposed algorithm are demonstrated with case studies from energy trading.
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming (Stochastic Programming)
Published by Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: English
Paperback. Condition: Like New. Like New. book.
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Published by Vieweg+Teubner Verlag, Vieweg+Teubner Verlag Jul 2009, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
£ 94.39
Convert currency£ 29.98 shipping from Germany to United KingdomQuantity: 2 available
Add to basketTaschenbuch. Condition: Neu. Neuware -Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the set of real random variables. He illustrates the superiority of the proposed decomposition method over standard solvers for example with numerical experiments with instances from energy investment.Springer Vieweg in Springer Science + Business Media, Abraham-Lincoln-Straße 46, 65189 Wiesbaden 104 pp. Englisch.
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Paperback. Condition: Brand New. 2009 edition. 89 pages. 8.27x5.83x0.39 inches. In Stock.
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming (Stochastic Programming)
Published by Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: English
£ 88.84
Convert currency£ 55.74 shipping from U.S.A. to United KingdomQuantity: Over 20 available
Add to basketCondition: New.
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Published by Vieweg+Teubner Verlag, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: English
£ 81.40
Convert currency£ 21.40 shipping from Germany to United KingdomQuantity: Over 20 available
Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Dr. Uwe Gotzes completed his doctoral thesis at the Department of Mathematics at the University of Duisburg-Essen. He is a network planner at E.ON Gastransport.Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based up.
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming
Published by Vieweg+Teubner, Vieweg+Teubner Verlag Jul 2009, 2009
ISBN 10: 3834808431 ISBN 13: 9783834808431
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
£ 94.39
Convert currency£ 9.42 shipping from Germany to United KingdomQuantity: 2 available
Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Two-stage stochastic programming models are considered as attractive tools for making optimal decisions under uncertainty. Traditionally, optimality is formalized by applying statistical parameters such as the expectation or the conditional value at risk to the distributions of objective values. Uwe Gotzes analyzes an approach to account for risk aversion in two-stage models based upon partial orders on the set of real random variables. These stochastic orders enable the incorporation of the characteristics of whole distributions into the decision process. The profit or cost distributions must pass a benchmark test with a given acceptable distribution. Thus, additional objectives can be optimized. For this new class of stochastic optimization problems, results on structure and stability are proven and a tailored algorithm to tackle large problem instances is developed. The implications of the modelling background and numerical results from the application of the proposed algorithm are demonstrated with case studies from energy trading. 100 pp. Englisch.
