Multi-stage stochastic optimization applied to energy planning (Q1181742)
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scientific article; zbMATH DE number 28753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-stage stochastic optimization applied to energy planning |
scientific article; zbMATH DE number 28753 |
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Multi-stage stochastic optimization applied to energy planning (English)
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27 June 1992
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An algorithm for the solution of multistage optimization problems is proposed. This algorithm is based on the notion of dual dynamic programming. The algorithm is demonstrated on two-stage optimization problems: deterministic and stochastic. An application to the problem of optimal scheduling of a hydrothermal generating system is shown.
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multistage optimization
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dual dynamic programming
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hydrothermal generating system
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