10. Two-Stage Problems#
In this chapter, there is a number of examples with companion AMPL implementation that explore various modeling and implementation aspects of two-stage problems affected by uncertainty:
Optimal power flow problem with recourse actions, a two-stage revisitation of the problem from Chapter 4 that uses linear decision rules.
Two-stage production planning, a multi-stage revisitation of the introductory problem from Chapter 1 solved both with SAA and CCG.
Extra: Two-stage energy dispatch optimization with wind curtailment, a two-stage revisitation of the problem from Chapter 4 with binary second-stage variables.