Debora Mahlke
A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
With Application in Energy Production
Paperback Engels 2010 2011e druk 9783834814098
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Samenvatting
Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their solution, the author proposes a novel decomposition approach which relies on the concept of splitting the underlying scenario tree into subtrees. Based on the formulated models from energy production, the algorithm is computationally investigated and the numerical results are discussed.
Specificaties
ISBN13:9783834814098
Taal:Engels
Bindwijze:paperback
Aantal pagina's:182
Uitgever:Vieweg+Teubner Verlag
Druk:2011
Serie:Stochastic Programming
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Inhoudsopgave
An Energy Production Problem <br>
Mathematical Modeling <br>
Stochastic Switching Polytopes <br>
Primal Heuristics <br>
A Scenario Tree-Based Decomposition of SMIPs <br>
Algorithmic Implementation <br>
Computational Results
Mathematical Modeling <br>
Stochastic Switching Polytopes <br>
Primal Heuristics <br>
A Scenario Tree-Based Decomposition of SMIPs <br>
Algorithmic Implementation <br>
Computational Results
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