Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming

Front Cover
Springer Verlag Ny, Jul 28, 2009 - Computers - 104 pages
0 Reviews
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.

What people are saying - Write a review

We haven't found any reviews in the usual places.

Other editions - View all

About the author (2009)

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.

Bibliographic information