Risk-averse formulations and methods for a virtual power plant (Q1652695): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Convexity and decomposition of mean-risk stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partitioning procedures for solving mixed-variables programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory and Applications of Robust Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multicut algorithm for two-stage stochastic linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: GUSS: Solving Collections of Data Related Models Within GAMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Grid-Enabled Optimization with GAMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decision making under uncertainty in electricity markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handling CVaR objectives and constraints in two-stage stochastic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic linear programming. Models, theory, and computation. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational aspects of minimizing conditional value-at-risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: New variants of bundle methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the solution of nonconvex cardinality Boolean quadratic programming problems: a computational study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-averse two-stage stochastic programming with an application to disaster management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Level bundle methods for oracles with on-demand accuracy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2724706 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692560 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional value-at-risk in stochastic programs with mixed-integer recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two stage linear programming under uncertainty with 0–1 integer first stage variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty / rank
 
Normal rank

Revision as of 02:18, 16 July 2024

scientific article
Language Label Description Also known as
English
Risk-averse formulations and methods for a virtual power plant
scientific article

    Statements

    Risk-averse formulations and methods for a virtual power plant (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    11 July 2018
    0 references
    optimization under uncertainty
    0 references
    stochastic programming
    0 references
    conditional value at risk
    0 references
    energy
    0 references
    virtual power plant
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers