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Risk Management in Stochastic Integer Programming - With Application to Dispersed Power Generation
Frederike Neise
Verlag Vieweg+Teubner (GWV), 2008
ISBN 9783834895363 , 107 Seiten
Format PDF, OL
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The author presents two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem. She describes mean-risk modeling and stochastic programming with first order dominance constraints. Both approaches are applied to optimize the operation of a dispersed generation system.
Dr. Frederike Neise gained a PhD in Mathematics from the University of Duisburg-Essen studying two-stage stochastic programming and its application to the optimal management of dispersed generation systems. She currently works as a gas market analyst with E.ON Ruhrgas AG.
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