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