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Risk Management in Stochastic Integer Programming (Record no. 510189)

000 -LEADER
fixed length control field 02762nam a22004455i 4500
001 - CONTROL NUMBER
control field 978-3-8348-9536-3
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20161121231217.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
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
-- 978-3-8348-9536-3
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-8348-9536-3
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBWL
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code MAT029000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Neise, Frederike.
Relator term author.
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.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Wiesbaden :
Name of producer, publisher, distributor, manufacturer Vieweg+Teubner,
Date of production, publication, distribution, manufacture, or copyright notice 2008.
300 ## - PHYSICAL DESCRIPTION
Extent VIII, 107 p.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Risk Measures in Two-Stage Stochastic Programs -- Stochastic Dominance Constraints induced by Mixed-Integer Linear Recourse -- Application: Optimal Operation of a Dispersed Generation System -- Conclusion and Perspective.
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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Probabilities.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Probability Theory and Stochastic Processes.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics, general.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
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 http://dx.doi.org/10.1007/978-3-8348-9536-3
912 ## -
-- ZDB-2-SMA
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Barcode Date last seen Price effective from Koha item type
        PK Kelkar Library, IIT Kanpur PK Kelkar Library, IIT Kanpur 2016-11-21 EBK10476 2016-11-21 2016-11-21 E books

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