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A Stochastic Mixed-Integer Programming approach to the energy-technology management problem

✍ Scribed by Stephen J. Stoyan; Maged M. Dessouky


Book ID
118430116
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
602 KB
Volume
63
Category
Article
ISSN
0360-8352

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We consider a mixed 0-1 integer programming problem with dual block-angular structure arising in two-stage stochastic programming. A relaxation is proposed such that the problem is decomposed into subproblems each corresponding to the outcomes of the random variable. The convex hull of feasible solu