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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs (English, Debora Mahlke)
Vieweg+teubner Verlag

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs (English, Debora Mahlke)

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Optimization problems involving uncertain data arise in many areas of industrial and economic applications. Stochastic programming provides a useful framework for modeling and solving optimization problems for which a probability distribution of the unknown parameters is available. Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic m…

ISBN: 9783834814098

Book Specifications

ISBN-139783834814098
ISBN-103834814091
PublisherVieweg+teubner Verlag
CategoryVieweg+teubner Verlag

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