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

Name: A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs: With Application in Energy Production
Availability: InStock
Author: Adam Leonard Lyon
ISBN: 9783834814098, 9783834898296

by Adam Leonard Lyon, University of Maryland (College Park, Md.). Dept. of Physics

عنوان فارسی: تجزیه سناریو مبتنی بر درخت برای حل برنامه تصادفی چند مرحله : با استفاده از در تولید انرژی
ناشر: Vieweg+Teubner Verlag
سال: 2011
ویرایش: 1
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 182-193
شابک: 9783834814098, 9783834898296
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 1.00 مگابایت

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جزییات کتاب

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.