A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
نویسندگان
چکیده
منابع مشابه
Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming
Unit commitment (UC) is a key operational problem in power systems used to determine an optimal daily or weekly generation commitment schedule. Incorporating uncertainty in this already difficult mixed-integer optimization problem introduces significant computational challenges. Most existing stochastic UC models consider either a two-stage decision structure, where the commitment schedule for ...
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ژورنال
عنوان ژورنال: Management Science
سال: 2004
ISSN: 0025-1909,1526-5501
DOI: 10.1287/mnsc.1030.0164