A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs 1

Vetenskap & teknik

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

Name: A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
Price: 1499 SEK
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Author: Debora Mahlke
ISBN: 9783834814098

Debora Mahlke

Pocket

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182 sidor
2010

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.

Författare: Debora Mahlke
Format: Pocket/Paperback
ISBN: 9783834814098
Språk: Tyska
Antal sidor: 182
Utgivningsdatum: 2010-10-27
Förlag: Vieweg+Teubner Verlag