Show simple item record

2005-10-20Buch DOI: 10.18452/2521
Decomposition of a Multi-Stage Stochastic Programfor Power Dispatch
dc.contributor.authorRömisch, Werner
dc.contributor.authorSchultz, Rüdiger
dc.date.accessioned2017-06-15T17:25:46Z
dc.date.available2017-06-15T17:25:46Z
dc.date.created2005-10-20
dc.date.issued2005-10-20
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3173
dc.description.abstractWe develop a multi-stage stochastic program for the optimal dispatch of electric power under uncertain demand in a generation system comprising thermal and pumped storage hydro plants. Based on an abstract duality argument we propose an iterative decomposition scheme involving a non-smooth convex master problem and decoupled single-unit multi-stage stochastic programs.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subject.ddc510 Mathematik
dc.titleDecomposition of a Multi-Stage Stochastic Programfor Power Dispatch
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10050735
dc.identifier.doihttp://dx.doi.org/10.18452/2521
dc.subject.dnb27 Mathematik
local.edoc.container-titlePreprints aus dem Institut für Mathematik
local.edoc.pages7
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1995
local.edoc.container-issue7
local.edoc.container-year1995
local.edoc.container-erstkatid2075199-0

Show simple item record