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Latest revision as of 11:00, 30 July 2024

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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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