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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs: With Application in Energy Production by Debora Mahlke 9783834814098
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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs: With Application in Energy Production by Debora Mahlke 9783834814098

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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.

Book Information
ISBN 9783834814098
Author Debora Mahlke
Format Paperback
Page Count 182
Imprint Vieweg+Teubner Verlag
Publisher Springer Fachmedien Wiesbaden
Weight(grams) 251g

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