Bøger af Janos Mayer

The objective is the modelling and calculation of optimal daily scheduling of power generation, by thermal power plants, to satisfy all demands at minimum cost, in such a way that the generation and transmission capacities as well as the demands at the nodes of the system appear in an integrated form.

A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this resource presents comparative computational results with several major stochastic programming solution approaches.

Authored by two of the field's most prominent researchers, this new edition has been comprehensively updated, with new material on contemporary models and methods including stochastic DEA models, material on Sharpe-ratio, and asset liability management.