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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

With Application in Energy Production

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs by 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.
Vieweg+Teubner Verlag; January 2011
193 pages; ISBN 9783834898296
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Title: A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
Author: Debora Mahlke
 
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