000			02761nam a22003615i 4500
001			309077
003			MX-SnUAN
005			20160429160244.0
007			cr nn 008mamaa
008			150903s2009 gw | o |||| 0|eng d
020			_a9783834899910 _99783834899910
024	7		_a10.1007/9783834899910 _2doi
035			_avtls000363366
039		9	_a201509030637 _bVLOAD _c201405070343 _dVLOAD _y201402211145 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aQA1-939
100	1		_aGotzes, Uwe. _eautor _9349214
245	1	0	_aDecision Making with Dominance Constraints in Two-Stage Stochastic Integer Programming / _cby Uwe Gotzes.
264		1	_aWiesbaden : _bVieweg+Teubner, _c2009.
300			_a104 páginas 30 ilustraciones _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
500			_aSpringer eBooks
505	0		_aIncreasing Convex Order Constraints Induced by Mixed-Integer Linear Recourse -- Competitive Risk-Averse Selling Price Determination for Electricity Retailers -- Decomposition Method -- Test Instances -- An Alternative Formulation for Optimization under Stochastic Dominance Constraints.
520			_aTwo-stage stochastic programming models are considered as attractive tools for making optimal decisions under uncertainty. Traditionally, optimality is formalized by applying statistical parameters such as the expectation or the conditional value at risk to the distributions of objective values. 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. These stochastic orders enable the incorporation of the characteristics of whole distributions into the decision process. The profit or cost distributions must pass a benchmark test with a given acceptable distribution. Thus, additional objectives can be optimized. For this new class of stochastic optimization problems, results on structure and stability are proven and a tailored algorithm to tackle large problem instances is developed. The implications of the modelling background and numerical results from the application of the proposed algorithm are demonstrated with case studies from energy trading.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9783834808431
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-8348-9991-0 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c309077 _d309077