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02241nam a22004335i 4500 |
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978-3-8348-9829-6 |
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DE-He213 |
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20151204184144.0 |
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cr nn 008mamaa |
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110128s2011 gw | s |||| 0|eng d |
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|a 9783834898296
|9 978-3-8348-9829-6
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|a 10.1007/978-3-8348-9829-6
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|a QA273.A1-274.9
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|a Mahlke, Debora.
|e author.
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|a A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
|h [electronic resource] :
|b With Application in Energy Production /
|c by Debora Mahlke.
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|a Wiesbaden :
|b Vieweg+Teubner,
|c 2011.
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|a XVI, 182 p. 14 illus.
|b online resource.
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|b txt
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|a 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.
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|a Mathematics.
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|a Probabilities.
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|a Mathematics.
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|a Probability Theory and Stochastic Processes.
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|a Mathematics, general.
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| 710 |
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|a SpringerLink (Online service)
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|t Springer eBooks
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|i Printed edition:
|z 9783834814098
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|u http://dx.doi.org/10.1007/978-3-8348-9829-6
|z Full Text via HEAL-Link
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|a ZDB-2-SMA
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|a Mathematics and Statistics (Springer-11649)
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