A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs With Application in Energy Production /
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...
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| Format: | Electronic eBook |
| Language: | English |
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Wiesbaden :
Vieweg+Teubner,
2011.
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| Online Access: | Full Text via HEAL-Link |
