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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

Debora Mahlke

157,71 €
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Editorial:
Springer Nature B.V.
Año de edición:
2010
Materia
Probabilidad y estadística
ISBN:
9783834814098
157,71 €
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Sobre IBD

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.

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