Multi-stage stochastic optimization applied to energy planning
作者： M. V. F. Pereira , L. M. V. G. Pinto
DOI: 10.1007/BF01582895
关键词: Continuous-time stochastic process 、 Mathematical optimization 、 Stochastic programming 、 Mathematics 、 Stochastic neural network 、 Probabilistic-based design optimization 、 Optimization problem 、 Stochastic optimization 、 Robust optimization 、 Stochastic approximation
摘要: This paper presents a methodology for the solution of multistage stochastic optimization problems, based on the approximation of the expected-cost-to-go functions of stochastic …
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