Recent progress in two-stage mixed-integer stochastic programming with applications in power production planning
Please always quote using this URN:urn:nbn:de:0296-matheon-5383
- We present recent developments in two-stage mixed-integer stochastic programming with regard to application in power production planning. In particular, we review structural properties, stability issues, scenario reduction and decomposition algorithms for two-stage models. Furthermore, we describe an application to stochastic thermal unit commitment.
Author: | Werner Römisch, Stefan Vigerske |
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URN: | urn:nbn:de:0296-matheon-5383 |
Referee: | Fredi Tröltzsch |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2009/01/19 |
Release Date: | 2009/01/19 |
Institute: | Research Center Matheon |
Humboldt-Universität zu Berlin | |
Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS) | |
Zuse Institute Berlin (ZIB) | |
Preprint Number: | 535 |