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Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

Debora Mahlke
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      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.
      Format: Paperback / softback CONTRIBUTORS: Debora Mahlke EAN: 9783834814098 COUNTRY: Germany PAGES: WEIGHT: 387 g HEIGHT: 210 cm
      PUBLISHED BY: Springer Fachmedien Wiesbaden DATE PUBLISHED: 2010-10-27 CITY: GENRE: MATHEMATICS / General, MATHEMATICS / Probability & Statistics / General WIDTH: 148 cm SPINE:

      Book Themes:

      Mathematics, Probability and statistics, Stochastics

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      Debora Mahlke received her Ph.D. in Mathematics from the Technische Universität Darmstadt where she currently works as a postdoctoral research associate.
      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.
      Format: Paperback / softback CONTRIBUTORS: Debora Mahlke EAN: 9783834814098 COUNTRY: Germany PAGES: WEIGHT: 387 g HEIGHT: 210 cm
      PUBLISHED BY: Springer Fachmedien Wiesbaden DATE PUBLISHED: 2010-10-27 CITY: GENRE: MATHEMATICS / General, MATHEMATICS / Probability & Statistics / General WIDTH: 148 cm SPINE:

      Book Themes:

      Mathematics, Probability and statistics, Stochastics

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      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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