A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
With Application in Energy Production
(Sprache: Englisch)
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...
Leider schon ausverkauft
versandkostenfrei
Buch (Kartoniert)
112.34 €
Produktdetails
Produktinformationen zu „A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs “
Klappentext zu „A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs “
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 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.
Inhaltsverzeichnis zu „A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs “
- An Energy Production Problem - Mathematical Modeling
- Stochastic Switching Polytopes
- Primal Heuristics
- A Scenario Tree-Based Decomposition of SMIPs
- Algorithmic Implementation
- Computational Results
Autoren-Porträt von Debora Mahlke
Debora Mahlke received her Ph.D. in Mathematics from the Technische Universität Darmstadt where she currently works as a postdoctoral research associate.
Bibliographische Angaben
- Autor: Debora Mahlke
- 2010, XVI, 182 Seiten, Maße: 14,8 x 21 cm, Kartoniert (TB), Englisch
- Verlag: Vieweg+Teubner
- ISBN-10: 3834814091
- ISBN-13: 9783834814098
- Erscheinungsdatum: 02.11.2010
Sprache:
Englisch
Kommentar zu "A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs"
0 Gebrauchte Artikel zu „A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs".
Kommentar verfassen