Two-stage stochastic programs: integer variables, dominance relations and PDE constraints (Q1940955)
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scientific article; zbMATH DE number 6143090
| Language | Label | Description | Also known as |
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| English | Two-stage stochastic programs: integer variables, dominance relations and PDE constraints |
scientific article; zbMATH DE number 6143090 |
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Two-stage stochastic programs: integer variables, dominance relations and PDE constraints (English)
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11 March 2013
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The paper reviews different branches of stochastic programming from a unified point-of view. The review covers stochastic integer programming, optimization with stochastic dominance constraints, and PDE constrained stochastic optimization. The efficiency of the stochastic programming algorithms in the following applied problems is discussed: maintaining reliable and cost efficient supply of the electrical power by a dispersed generation system and stochastic shape optimization.
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stochastic integer programming
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stochastic dominance
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mixed-integer optimization
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PDE constrained optimization
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