000 02074nam a22003855i 4500
001 978-3-8348-9829-6
003 DE-He213
005 20140220083819.0
007 cr nn 008mamaa
008 110128s2011 gw | s |||| 0|eng d
020 _a9783834898296
_9978-3-8348-9829-6
024 7 _a10.1007/978-3-8348-9829-6
_2doi
050 4 _aT57-57.97
072 7 _aPBW
_2bicssc
072 7 _aMAT003000
_2bisacsh
082 0 4 _a519
_223
100 1 _aMahlke, Debora.
_eauthor.
245 1 2 _aA Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
_h[electronic resource] :
_bWith Application in Energy Production /
_cby Debora Mahlke.
264 1 _aWiesbaden :
_bVieweg+Teubner,
_c2011.
300 _aXVI, 182p. 14 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
520 _aOptimization 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.
650 0 _aMathematics.
650 1 4 _aMathematics.
650 2 4 _aApplications of Mathematics.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783834814098
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-8348-9829-6
912 _aZDB-2-SMA
999 _c108739
_d108739