Operations Research, Systems Engineering and Industrial Engineering Commons^™

Extensions Of Multistage Stochastic Optimization With Applications In Energy And Healthcare, Ludwig Charlemagne Kuznia

USF Tampa Graduate Theses and Dissertations

This dissertation focuses on extending solution methods in the area of stochastic optimization. Attention is focused to three specific problems in the field. First, a solution method for mixed integer programs subject to chance constraints is discussed. This class of problems serves as an effective modeling framework for a wide variety of applied problems. Unfortunately, chance constrained mixed integer programs tend to be very challenging to solve. Thus, the aim of this work is to address some of these challenges by exploiting the structure of the deterministic reformulation for the problem. Second, a stochastic program for integrating renewable energy sources …