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Autor Mahlke, Debora. author.

Título A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs [electronic resource] : With Application in Energy Production / by Debora Mahlke.

Publicación Wiesbaden : Vieweg+Teubner, 2011.
Descripción física XVI, 182 p. 14 illus. online resource.
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
Colección Springer eBooks. Mathematics and Statistics
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Resumen: 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 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.
Materia Mathematics.
Probabilities.
Mathematics.
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Probability Theory and Stochastic Processes.
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Mathematics, general.
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Autor secundario SpringerLink (Online service)
En Springer eBooks
OTRO SOPORTE Printed edition: 9783834814098
ISBN 9783834898296 978-3-8348-9829-6
ISBN/ISSN 10.1007/978-3-8348-9829-6 doi