What people are saying - Write a review
We haven't found any reviews in the usual places.
J R Birge 1
Scenario formulation in an algebraic modelling language
8 other sections not shown
aggregate Algebraic modelling languages algorithm approach assumed average costs capacity expansion computed decision variables demand denote deterministic deviation directional scope disaggregation distribution dynamic programming Editors estimate example exchange rate expected costs expected value factory fastpass feasible forecasts formulation function H-gas holding costs hydro induced constraints infeasible international sourcing international supplier network investment alternatives kernel L-gas linear programming lot-sizing manufacturing mathematical node nrexed Oper optimal solution parameters penalty costs PG&E planning horizon portfolio probability production planning pumped storage pumped storage plants quarter R.J-B Wets random variables realized represent reservoir robust solutions rolling horizon sample scenario tree scheduling Slochteren SOCRATES solved sourcing network specific static stochastic stochastic linear programming stochastic model stochastic optimization stochastic programming stochastic programming models stochastic solution strategy streamflow subperiod subproblems suppliers thermal units tree traversing uncertainty vector Wobbe index Zenios