Konrad-Zuse-Zentrum
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ZIB PaperWeb
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| 01-04 | Rene Henrion, Pu Li, Andris Möller, Marc C. Steinbach, Moritz Wendt, Günter Wozny
Stochastic Optimization for Operating Chemical Processes Under Uncertainty (Appeared in: Online Optimization of Large Scale Systems, M. Grötschel, S. O. Krumke, J. Rambau (eds.) Springer, 2001, pp. 457-478) |    |
Abstract: Mathematical optimization techniques are on their way to
becoming
a standard tool in chemical process engineering.
While such approaches are usually based on deterministic
models,
uncertainties such as external disturbances play a
significant role
in many real-life applications.
The present article gives an introduction to practical
issues of
process operation and to basic mathematical concepts
required for
the explicit treatment of uncertainties by stochastic
optimization.
(only electronic version available)
Keywords: Uncertainty,
Chemical Processes,
Multistage Stochastic Programs,
Probabilistic Constraints
MSC: 90C15, 92E20, 90C06, 90C30