A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production
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 prac...
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| Format: | Electronic Resource |
| Langue: | English |
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Wiesbaden
Vieweg+Teubner Verlag
c2011.
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| Collection: | Vieweg+Teubner research. Stochastic programming
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| Accès en ligne: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |