<p>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
Risk Management in Stochastic Integer Programming
β Scribed by Frederike Neise
- Publisher
- Vieweg+Teubner Verlag
- Year
- 2008
- Tongue
- German
- Leaves
- 107
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
"This book deals with stochastic combinatorial optimization problems in supply chain disruption management, with a particular focus on management of disrupted flows in customer-driven supply chains. The problems are modeled using a scenario based stochastic mixed integer programming to address risk-
<p><p>This book deals with stochastic combinatorial optimization problems in supply chain disruption management, with a particular focus on management of disrupted flows in customer-driven supply chains. The problems are modeled using a scenario based stochastic mixed integer programming to address
<p>On March 15, 2002 we held a workshop on network interdiction and the more general problem of stochastic mixed integer programming at the University of California, Davis. JesΓΊs De Loera and I co-chaired the event, which included presentations of on-going research and discussion. At the workshop, w