• Anglický jazyk

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

Autor: Debora Mahlke

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... Viac o knihe

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O knihe

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.

  • Vydavateľstvo: Vieweg+Teubner Verlag
  • Rok vydania: 2010
  • Formát: Paperback
  • Rozmer: 210 x 148 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9783834814098

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