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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming by Uwe Gotzes, Paperback | Indigo Chapters
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Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming by Uwe Gotzes, Paperback | Indigo Chapters
From Uwe Gotzes
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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. | Decision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming by Uwe Gotzes, Paperback | Indigo Chapters