A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs With Application in Energy Production /

• Κύριος συγγραφέας: Mahlke, Debora (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Vieweg+Teubner, 2011.
• Θέματα: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.; Mathematics, general.

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...