Multi-stage stochastic optimization applied to energy planning (Q1181742): Difference between revisions
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Property / author: Mário V. F. Pereira / rank | |||
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Property / cites work: Partitioning procedures for solving mixed-variables programming problems / rank | |||
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Latest revision as of 10:00, 30 July 2024
scientific article
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English | Multi-stage stochastic optimization applied to energy planning |
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Multi-stage stochastic optimization applied to energy planning (English)
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27 June 1992
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An algorithm for the solution of multistage optimization problems is proposed. This algorithm is based on the notion of dual dynamic programming. The algorithm is demonstrated on two-stage optimization problems: deterministic and stochastic. An application to the problem of optimal scheduling of a hydrothermal generating system is shown.
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multistage optimization
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dual dynamic programming
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hydrothermal generating system
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