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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Xehetasun bibliografikoak
Egile nagusia: Mahlke, Debora
Erakunde egilea: SpringerLink (Online service)
Formatua: Electronic Resource
Hizkuntza:ingelesa
Argitaratua: Wiesbaden Vieweg+Teubner Verlag c2011.
Saila:Vieweg+Teubner research. Stochastic programming
Gaiak:
Sarrera elektronikoa:Available for University of the Philippines Diliman via SpringerLink. Click here to access