A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs With Application in Energy Production
Description
Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their solution, the author proposes a novel decomposition approach which relies on the concept of splitting the underlying scenario tree into subtrees. Based on the formulated models from energy production, the algorithm is computationally investigated and the numerical results are discussed.
Keywords
MathematicsProbability & StatisticsStochastic Processes
2010Book
Author(s)Debora Mahlke
PublisherVieweg+Teubner Verlag
ISBN9783834814098
LanguageEnglish
