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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.

Mathematical optimization. --- Stochastic approximation. --- Stochastic processes. --- Engineering & Applied Sciences --- Mathematics --- Physical Sciences & Mathematics --- Applied Mathematics --- Mathematical Statistics --- Stochastic programming. --- Mathematics. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Mathematics, general. --- Linear programming --- Distribution (Probability theory. --- Math --- Science --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

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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