Pages that link to "Item:Q439342"
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The following pages link to The value of rolling-horizon policies for risk-averse hydro-thermal planning (Q439342):
Displaying 16 items.
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530) (← links)
- Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach (Q723935) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (Q1789612) (← links)
- Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs (Q1939693) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Robust management and pricing of liquefied natural gas contracts with cancelation options (Q2247923) (← links)
- A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems (Q2286914) (← links)
- SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685) (← links)
- Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
- Two-stage network constrained robust unit commitment problem (Q2514777) (← links)
- Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems (Q2660091) (← links)
- Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling (Q2695694) (← links)