Models and Computational Strategies for Multistage Stochastic Programming under Endogenous and Exogenous Uncertainties
This dissertation addresses the modeling and solution of mixed-integer linear multistage stochastic programming problems involving both endogenous and exogenous uncertain parameters. We propose a composite scenario tree that captures both types of uncertainty, and we exploit its unique structure to...
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| Format: | Others |
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Research Showcase @ CMU
2017
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| Online Access: | http://repository.cmu.edu/dissertations/1002 http://repository.cmu.edu/cgi/viewcontent.cgi?article=2041&context=dissertations |