Optimizing Resource Acquisition Decisions by Stochastic Programming
提出一种资源导向分解方法,结合随机规划和混合整数规划,用于优化电力公司的燃料合同和电厂建设决策,并给出计算经验。
This paper reports on the application of stochastic programming with recourse to strategic planning decisions regarding resource acquisition. A resource directed decomposition method, which simultaneously exploits stochastic programming and mixed integer programming model structures, is proposed. Computational experience with the method applied to fuel contract and plant construction decisions faced by an electric utility is presented.