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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Mahlke, Debora
مؤلف مشترك: SpringerLink (Online service)
التنسيق: Electronic Resource
اللغة:English
منشور في: Wiesbaden Vieweg+Teubner Verlag c2011.
سلاسل:Vieweg+Teubner research. Stochastic programming
الموضوعات:
الوصول للمادة أونلاين:Available for University of the Philippines Diliman via SpringerLink. Click here to access