| Ser. |
|
535
|
| Title |
|
Recent progress in two-stage mixed-integer stochastic programming with applications in power production planning
|
| Abstract |
|
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.
|
| Author(s) |
|
Werner Römisch, Stefan Vigerske
|
| PS-File |
|
RoemVigPSH.ps
|
| PDF-File |
|
RoemVigPSH.pdf
|
| Reviewing Referee |
|
Prof. Dr. Fredi Tröltzsch |
| Projects |
|
C7, B19 |
| |
|
|