An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling.
David P. MortonPublished in: Ann. Oper. Res. (1996)
Keyphrases
- decomposition algorithm
- multistage stochastic
- linear program
- multistage
- portfolio selection
- capacity expansion
- integer program
- decomposition method
- working set
- scheduling problem
- cutting plane
- stochastic programming
- production planning
- working set selection
- buffer allocation
- linear programming
- machine learning
- column generation
- multiple objectives
- recognition algorithm
- electricity markets
- knapsack problem
- control system