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Ellen Krohn Aasgård

Research Manager

Ellen Krohn Aasgård

Research Manager

Ellen Krohn Aasgård
Phone: 934 06 340
Email:
Department: Energy Systems
Office: Trondheim

Publications and responsibilities

Publication
https://www.sintef.no/en/publications/publication/1763341/

In this paper, we show how progressive hedging may be used to solve stochastic programming problems that involve cross-scenario inequality constraints. In contrast, standard stochastic programs involve cross-scenario equality constraints that describe the non-anticipative nature of the optimal...

Year 2019
Type Academic article