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...
| Hovedforfatter: | |
|---|---|
| Institution som forfatter: | |
| Format: | Electronic Resource |
| Sprog: | English |
| Udgivet: |
Wiesbaden
Vieweg+Teubner Verlag
c2011.
|
| Serier: | Vieweg+Teubner research. Stochastic programming
|
| Fag: | |
| Online adgang: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |