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Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
Debora Mahlke
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Description for Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
Paperback. Series: Stochastic Programming. Num Pages: 182 pages, 14 black & white illustrations, 34 black & white tables, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 210 x 148 x 10. Weight in Grams: 251.
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.
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.
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer Fachmedien Wiesbaden Germany
Number of pages
182
Condition
New
Series
Stochastic Programming
Number of Pages
182
Place of Publication
Weisbaden, Germany
ISBN
9783834814098
SKU
V9783834814098
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Debora Mahlke
Debora Mahlke received her Ph.D. in Mathematics from the Technische Universität Darmstadt where she currently works as a postdoctoral research associate.
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