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Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

Name: Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
Brand: Springer Fachmedien Wiesbaden
SKU: 08923910
Price: 97.51 EUR
Availability: InStock
Author: Debora Mahlke
ISBN: 9783834814098

With Application in Energy Production

Debora Mahlke

Jezik

Angleščina

Knjiga Mehka

Koda Libristo: 08923910

Založba Springer Fachmedien Wiesbaden, oktober 2010

Motivated by practical optimization problems occurring in energy systems with regenerative energy su... Celoten opis

Koda Libristo: 08923910

236 b

97.51 €

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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.