28 juillet 2025 à 1 août 2025
Fuseau horaire Europe/Paris

Models and algorithms for multihorizon stochastic programming

1 août 2025, 10:45
45m
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Invited talk Multihorizon Stochastic Programming: Models, Algorithms, and Applications Mini-symposium

Orateur

Prof. Asgeir Tomasgard (NTNU)

Description

This presentation addresses stochastic optimization models for the energy transition, focusing on multiscale multihorizon systems. We model both long-term investment decisions—such as renewable generation, carbon capture, and decarbonized transport—and short-term operations like storage management and system balancing. To handle uncertainty across both scales, we introduce multihorizon stochastic programming, a framework that captures uncertainty in both strategic and operational time steps. The model structure enables decomposition methods, and we present computational results showing how uncertainty at multiple scales critically shapes optimal energy transition strategies.

Authors

Prof. Asgeir Tomasgard (NTNU) Hongyu Zhang (University of Southampton)

Documents de présentation

Aucun document.