Risk Management in Stochastic Integer Programming (Record no. 38629)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02495n a2200337#a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 5000279 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20221213140641.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100301s2008 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783834895363 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-8348-9536-3 |
| Source of number or code | doi |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | 978-3-8348-9536-3 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PB |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT000000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 510 |
| 090 ## - IMPA CODE FOR CLASSIFICATION SHELVES | |
| IMPA CODE FOR CLASSIFICATION SHELVES | Matemáticas Gerais-(inclusive alguns textos elementares sobre assuntos específicos) |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Neise, Frederike. |
| 9 (RLIN) | 9249 |
| 245 10 - TITLE STATEMENT | |
| Title | Risk Management in Stochastic Integer Programming |
| Medium | [electronic resource]: |
| Remainder of title | With Application to Dispersed Power Generation/ |
| Statement of responsibility, etc. | by Frederike Neise. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Wiesbaden: |
| Name of publisher, distributor, etc. | Vieweg+Teubner Verlag, |
| Date of publication, distribution, etc. | 2008. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | VIII, 105p. 7 illus. |
| Other physical details | digital. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Two-stage stochastic optimization is a useful tool for making optimal decisions under uncertainty. Frederike Neise describes two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem: The well-known mean-risk modeling, which aims at finding a best solution in terms of expected costs and risk measures, and stochastic programming with first order dominance constraints that heads towards a decision dominating a given cost benchmark and optimizing an additional objective. For this new class of stochastic optimization problems results on structure and stability are proven. Moreover, the author develops equivalent deterministic formulations of the problem, which are efficiently solved by the presented dual decomposition method based on Lagrangian relaxation and branch-and-bound techniques. Finally, both approaches mean-risk optimization and dominance constrained programming are applied to find an optimal operation schedule for a dispersed generation system, a problem from energy industry that is substantially influenced by uncertainty . |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mathematics |
| 9 (RLIN) | 43458 |
| 697 ## - LOCAL SUBJECT | |
| Local Subject | Matemáticas Gerais- |
| Description subdivision | (inclusive alguns textos elementares sobre assuntos específicos) |
| Linkage | 23752 |
| 710 1# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service). |
| 9 (RLIN) | 8857 |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783834805478 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-8348-9536-3">http://dx.doi.org/10.1007/978-3-8348-9536-3</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Instituto de Matemática Pura e Aplicada |
| Koha item type | E-Book |
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