A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (Q3883909)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3689151
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem |
scientific article; zbMATH DE number 3689151 |
Statements
A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (English)
0 references
1980
0 references
energy investment
0 references
equivalent transformation
0 references
multistage stochastic program with recourse
0 references
discrete distribution
0 references
quadratic objective function
0 references
linear inequality constraints
0 references
nested sequence of piecewise quadratic programs
0 references
numerical experiments
0 references
