Models for Planning Under UncertaintyHercules Vladimirou |
Contents
Preface | 11 |
J R Birge 1 | 14 |
Scenario formulation in an algebraic modelling language | 45 |
Copyright | |
8 other sections not shown
Common terms and phrases
aggregate Algebraic modelling languages algorithm approach assumed average costs capacity expansion cash computed debt_types decision variables demand denote deterministic deviation directional scope disaggregation distribution dynamic programming Editors estimate event_nodes example exchange rate expected value factory fastpass feasible flow forecasts formulation function H-gas holding costs hydro induced constraints infeasible international sourcing international supplier network investment alternatives L-gas linear programming lot-sizing manufacturing mathematical node Oper optimal solution param parameters penalty costs PG&E planning horizon portfolio probability problem production planning pumped storage plants quarter R.J-B Wets r₁ random variables realized represent reservoir robust solutions rolling horizon sample scenario tree scheduling Slochteren SOCRATES solved sourcing network static stochastic stochastic linear programming stochastic model stochastic optimization stochastic programming stochastic programming models stochastic solution strategy streamflow subperiod subproblems suppliers T)-rule tree traversing uncertainty vector Wobbe index Zenios Σ Σ