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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| Định dạng: | Electronic Resource |
| Ngôn ngữ: | English |
| Được phát hành: |
Wiesbaden
Vieweg+Teubner Verlag
c2011.
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| Loạt: | Vieweg+Teubner research. Stochastic programming
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| Những chủ đề: | |
| Truy cập trực tuyến: | Available for University of the Philippines Diliman via SpringerLink. Click here to access |