Browsing Preprints aus dem Institut für Mathematik by Subject "electrical load scenario tree"

Now showing items 1-2 of 2

2005-11-04Buch

Modeling of Uncertainty for the Real-Time Management of Power Systems

Gröwe-Kuska, Nicole; Nowak, Matthias Peter; Wegner, Isabel

A major issue in the application of multistage stochastic programming to model the cost-optimal generation and trading of electric power is the approximation of the underlying stochastic data processes by tree-structured ...
2005-11-07Buch

Scenario Reduction in Stochastic Programming

Dupacová, Jitka; Gröwe-Kuska, Nicole; Römisch, Werner

Given a convex stochastic programming problem with a discrete initial probability distribution, the problem of optimal scenario reduction is stated as follows: Determine a scenario subset of prescribed cardinality and a ...