Stochastic Programming Recourse Models: Approximation, Risk Aversion, Applications in Energy

By Andreas Eichhorn

In this thesis the optimization framework of stochastic programming with recourse is considered. Emphasis is placed on programs incorporating integrality constraints, dynamic decision structures... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3832517758
• ISBN13: 9783832517755
• Release Date: December 2007
• Publisher: Logos Verlag Berlin
• Length: 160 Pages