Tutorial Application of Stochastic Programming: Optimization of Covering Gas Demand
نویسنده
چکیده
Stochastic programming is an optimization approach taking into account uncertainties in the system model. There are numerous possible applications of stochastic programming. The purpose of this short report is to introduce stochastic programming in simple, tutorial-like, terms. A simple example of an optimization of a covering gas demand is provided together with pointing out some fundamental properties of stochastic programming in an intuitive way.
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