Multi-horizon stochastic programming
Year of publication: |
2014
|
---|---|
Authors: | Kaut, Michal ; Midthun, Kjetil T. ; Werner, Adrian S. ; Tomasgard, Asgeir ; Hellemo, Lars |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 11.2014, 1/2, p. 179-193
|
Subject: | Stochastic programming | Multistage | Energy planning | Scenario tree construction | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Energiepolitik | Energy policy | Theorie | Theory | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming |
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