Multi-stage stochastic programming

[cshjin]

Either use shifted multi-stages, or using average multi-stages. More reference needed.

[cshjin]

A year-long 2-stage SP has been implemented.

Now consider:

• 2-stages with second stage has more hours
• 3-stages without repeating
• 3-stages with repeating each hour
• 3-stages with more hours in last two stages