This book provides an overview on stochastic optimization and its application in the Energy Industry. Special focus is given on hydro-thermal scheduling and, more generally, storage systems. The book begins by illuminating several approaches to deal with uncertainties (e.g., robust optimization, chance-constraints, stochastic optimization) and discusses their relations, advantages and disadvantages.
Special focus is given on GAMS coded examples and the usage of the GAMS software.
The book is very suitable for courses in business schools, system engineering, applied mathematics, operations research and energy producing industry.
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Advanced textbook with application focus and complete software examples
Dr. Steffen Rebennack is Assistant Professor for Operations Research at the Colorado School of Mines in the Division of Economics & Business.
Prof. Dr. Josef Kallrath works at a world leading chemical company in Germany. He is professor at the University of Gainesville, Florida, and leader of the Real World Optimization Working Group of the German Operations Research Society.
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