Stochastic Rolling Lookahead

Units:yr
Default Value:1
Validation Rule:Any Value
Description:Number of years modeled after the end of branching in each rolling iteration

This option applies to models with a scenario tree solved using Stochastic Algorithm = "Rolling Horizon". Please refer to Multi-stage Stochastic Optimization for more information on solving models with scenarios trees. At each iteration, branching will occur for a number of stages (weeks or months) as determined by the Minimum Sample Weight and/or Rolling Stage Increment. The horizon is modeled in detail during the branching stages and then in a more aggregated way afterwards. This option is the number of years modeled after the end of branching.  By default modeling continues for one year after branching stops. After this point the optimization has no further view of the future.

Increasing the lookahead can improve the solution but at the cost of longer runtime and potential numerical issues.

This option has no effect on the final deterministic iteration of Rolling Horizon.