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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs: With Application in Energy Production (2011)

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs

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"A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs" by Debora Mahlke is a mathematics book and learning resource focused on Core Mathematics. Best for teachers, students, and readers looking for stronger mathematical understanding.

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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Best For: Researchers and practitioners working on optimization problems in energy systems involving uncertainty.
Focus: Developing and analyzing multistage stochastic mixed-integer models and a novel decomposition algorithm based on scenario tree splitting.
Covers: Formulation of multistage stochastic programs, scenario tree decomposition methods, and computational evaluation in energy production contexts.
Why It Matters: Provides a new approach to solving complex stochastic optimization problems relevant to energy systems with regenerative supply, potentially improving decision-making under uncertainty.

"A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs" by Debora Mahlke is a mathematics book and learning resource focused on Core Mathematics. Best for teachers, students, and readers looking for stronger mathematical understanding.

Topic: Core Mathematics

Author: Debora Mahlke

Who this is for:

  • Teachers and classroom instructors
  • Students building subject mastery
  • Readers looking for practical learning support

Why this book matters: It stands out as a practical math resource that helps explain concepts, strengthen problem-solving, and support classroom or independent learning.

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.

AuthorDebora Mahlke
PublisherVieweg+Teubner Verlag
Published2010-10-27
ISBN-139783834814098
BindingPaperback
Pages182
LanguageEnglish
SubjectsMathematics
TopicCore Mathematics
SeriesStochastic Programming

Format: Paperback

Length: 182 pages

Language: English

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