| 書目名稱 | Risk Management in Stochastic Integer Programming |
| 副標題 | With Application to |
| 編輯 | Frederike Neise |
| 視頻video | http://file.papertrans.cn/831/830691/830691.mp4 |
| 圖書封面 |  |
| 描述 | I am deeply grateful to my advisor Prof. Dr. Rüdiger Schultz for his untiring - couragement. Moreover, I would like to express my gratitude to Prof. Dr. -Ing. - mund Handschin and Dr. -Ing. Hendrik Neumann from the University of Dortmund for inspiration and support. I would like to thank PD Dr. René Henrion from the Weierstrass Institute for Applied Analysis and Stochastics in Berlin for reviewing this thesis. Cordial thanks to my colleagues at the University of Duisburg-Essen for motivating and fruitful discussions as well as a pleasurable cooperation. Contents 1 Introduction 1 1. 1 Stochastic Optimization. . . . . . . . . . . . . . . . . . . . . . . 3 1. 1. 1 The two-stage stochastic optimization problem . . . . . . 3 1. 1. 2 Expectation-based formulation. . . . . . . . . . . . . . . 5 1. 2 Content and Structure. . . . . . . . . . . . . . . . . . . . . . . . 6 2 RiskMeasuresinTwo-StageStochasticPrograms 9 2. 1 Risk Measures. . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 2. 1. 1 Deviation measures. . . . . . . . . . . . . . . . . . . . . 10 2. 1. 2 Quantile-based risk measures . . . . . . . . . . . . . . . 11 2. 2 Mean-Risk Models . . . . . . . . . . . . . . . . . . . . |
| 出版日期 | Book 2008 |
| 關(guān)鍵詞 | Dezentrale Energieumwandlungsanlagen; Gemischt-Ganzzahlige Programmierung; Mathematik; Mean-Risk Modell |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-8348-9536-3 |
| isbn_softcover | 978-3-8348-0547-8 |
| isbn_ebook | 978-3-8348-9536-3 |
| copyright | Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2008 |
|Archiver|手機版|小黑屋|
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