Units: | Yes/No |
Default Value: | True (-1) |
Validation Rule: | False (0) or True (-1) |
Description: | If the final deterministic pass is run after iterations of the Rolling Horizon algorithm |
This setting toggles on/off the final deterministic pass of a stochastic optimization solved with Rolling Horizon. By default, after the stochastic rolling iterations are complete a final deterministic (Monte Carlo) pass is performed across each of the full branches (scenarios) with storage trajectories following the stochastic optimal solution(s). This is the solution output to the solution file.
You may want to disable this final pass if the only output you need from the Rolling Horizon is the Future Cost Function. For example, your Rolling Horizon model might run with a reduced set of full branches (scenarios) to produce the operational policy. You can then apply that policy in a simulation with more scenarios.
Note that you can control the time horizon of the deterministic pass using the input Horizon Look-ahead Count, for example if you want to run extra years to establish the optimal policy but discard those years in reporting.
See also: