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.
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| Author: | Werner Römisch, Stefan Vigerske |
|---|---|
| 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: | Humboldt-Universität zu Berlin |
| Research Center Matheon | |
| Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS) | |
| Zuse Institute Berlin (ZIB) | |
| Preprint Number: | 535 |
