Melt control

Jitka Dupacová; Pavel Popela

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SPEPS Preprint

Author(s):	Jitka Dupacová, Charles University Prague Pavel Popela, Brno University of Technology
Title:	Melt control – Charge optimization via stochastic programming
Date of Acceptance:	14.01.2004
Submission Date:	14.11.2003
Series Title:	Stochastic Programming E-Print Series (SPEPS)
Editors:	Julie L. Higle; Werner Römisch; Surrajeet Sen
Complete Preprint:	pdf (urn:nbn:de:kobv:11-10059409) ps (urn:nbn:de:kobv:11-10059411)
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Abstract (eng):

This paper introduces melt control as a good case for application of two- and multistage stochastic programming models. Sources of uncertainties are described and several methods of input generation are presented. The implementation based on real data compares decisions and costs obtained by solving stochastic programs with different numbers of stages and a different structure of the scenario tree. The results give a clear evidence in favor of the proposed stochastic programming methodology.

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