A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (Q3883909): Difference between revisions
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Revision as of 20:25, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem |
scientific article |
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A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (English)
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1980
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energy investment
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equivalent transformation
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multistage stochastic program with recourse
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discrete distribution
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quadratic objective function
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linear inequality constraints
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nested sequence of piecewise quadratic programs
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numerical experiments
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