Decomposition of a Multi-Stage Stochastic Programfor Power Dispatch
| dc.contributor.author | Römisch, Werner | |
| dc.contributor.author | Schultz, Rüdiger | |
| dc.date.accessioned | 2017-06-15T17:25:46Z | |
| dc.date.available | 2017-06-15T17:25:46Z | |
| dc.date.created | 2005-10-20 | |
| dc.date.issued | 2005-10-20 | |
| dc.identifier.issn | 0863-0976 | |
| dc.identifier.uri | http://edoc.hu-berlin.de/18452/3173 | |
| dc.description.abstract | We 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.iso | eng | |
| dc.publisher | Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik | |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
| dc.subject.ddc | 510 Mathematik | |
| dc.title | Decomposition of a Multi-Stage Stochastic Programfor Power Dispatch | |
| dc.type | book | |
| dc.identifier.urn | urn:nbn:de:kobv:11-10050735 | |
| dc.identifier.doi | http://dx.doi.org/10.18452/2521 | |
| dc.subject.dnb | 27 Mathematik | |
| local.edoc.pages | 7 | |
| local.edoc.type-name | Buch | |
| local.edoc.container-type | series | |
| local.edoc.container-type-name | Schriftenreihe | |
| local.edoc.container-year | 1995 | |
| dc.identifier.zdb | 2075199-0 | |
| bua.series.name | Preprints aus dem Institut für Mathematik | |
| bua.series.issuenumber | 1995,7 |
