A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142): Difference between revisions

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scientific article

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English	A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning	scientific article

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instance of

scholarly article

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title

A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (English)

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author

Andre Luiz Diniz

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Maria Elvira P. Maceira

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Cesar Luis V. Vasconcellos

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Debora Dias J. Penna

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published in

Annals of Operations Research

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publication date

6 January 2021

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zbMATH Keywords

OR in energy

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power generation planning

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stochastic dual dynamic programming

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Benders decomposition

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large-scale linear programming

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risk aversion

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describes a project that uses

EVPI

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DDSIP

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10479-019-03419-4

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cites work

A model for dynamic chance constraints in hydro power reservoir management

0 references

Q3292915

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Partitioning procedures for solving mixed-variables programming problems

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Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

0 references

Dynamic consistency for stochastic optimal control problems

0 references

Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse

0 references

Scenario decomposition of risk-averse multistage stochastic programming problems

0 references

Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling

0 references

Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective

0 references

EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures

0 references

Optimization with Stochastic Dominance Constraints

0 references

Q3415352

0 references

On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty

0 references

Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization

0 references

A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse

0 references

Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse

0 references

Risk-averse feasible policies for large-scale multistage stochastic linear programs

0 references

Cut sharing for multistage stochastic linear programs with interstage dependency

0 references

Evaluating policies in risk-averse multi-stage stochastic programming

0 references

Analysis of stochastic problem decomposition algorithms in computational grids

0 references

Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling

0 references

An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling

0 references

Q2778807

0 references

Multi-stage stochastic optimization applied to energy planning

0 references

Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals

0 references

Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion

0 references

On Solving Multistage Stochastic Programs with Coherent Risk Measures

0 references

Multivariate value at risk and related topics

0 references

Stochastic inflow modeling for hydropower scheduling problems

0 references

Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences

0 references

Risk-averse dynamic programming for Markov decision processes

0 references

On a time consistency concept in risk averse multistage stochastic programming

0 references

Analysis of stochastic dual dynamic programming method

0 references

Risk neutral and risk averse stochastic dual dynamic programming method

0 references

GDDP: Generalized dual dynamic programming theory

0 references

Stochastic dual dynamic integer programming

0 references

Identifiers

zbMATH Open document ID

1456.90111

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Mathematics Subject Classification ID

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10.1007/S10479-019-03419-4

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Sitelinks

Mathematics(1 entry)

mardi Publication:827142

@@ Property / DOI @@
-.1007/s10479-019-03419-4
@@ Property / DOI: 10.1007/s10479-019-03419-4 / rank @@
-Normal rank
@@ Property / cites work @@
+A model for dynamic chance constraints in hydro power reservoir management
+Normal rank
@@ Property / cites work @@
+Q3292915
@@ Property / cites work: Q3292915 / rank @@
+Normal rank
@@ Property / cites work @@
+Partitioning procedures for solving mixed-variables programming problems
+Normal rank
@@ Property / cites work @@
+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
+Normal rank
@@ Property / cites work @@
+Dynamic consistency for stochastic optimal control problems
+Normal rank
@@ Property / cites work @@
+Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
+Normal rank
@@ Property / cites work @@
+Scenario decomposition of risk-averse multistage stochastic programming problems
+Normal rank
@@ Property / cites work @@
+Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling
+Normal rank
@@ Property / cites work @@
+Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
+Normal rank
@@ Property / cites work @@
+EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Q3415352
@@ Property / cites work: Q3415352 / rank @@
+Normal rank
@@ Property / cites work @@
+On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
+Normal rank
@@ Property / cites work @@
+Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
+Normal rank
@@ Property / cites work @@
+A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
+Normal rank
@@ Property / cites work @@
+Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
+Normal rank
@@ Property / cites work @@
+Risk-averse feasible policies for large-scale multistage stochastic linear programs
+Normal rank
@@ Property / cites work @@
+Cut sharing for multistage stochastic linear programs with interstage dependency
+Normal rank
@@ Property / cites work @@
+Evaluating policies in risk-averse multi-stage stochastic programming
+Normal rank
@@ Property / cites work @@
+Analysis of stochastic problem decomposition algorithms in computational grids
+Normal rank
@@ Property / cites work @@
+Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
+Normal rank
@@ Property / cites work @@
+An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-stage stochastic optimization applied to energy planning
+Normal rank
@@ Property / cites work @@
+Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals
+Normal rank
@@ Property / cites work @@
+Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
+Normal rank
@@ Property / cites work @@
+On Solving Multistage Stochastic Programs with Coherent Risk Measures
+Normal rank
@@ Property / cites work @@
+Multivariate value at risk and related topics
@@ Property / cites work: Multivariate value at risk and related topics / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic inflow modeling for hydropower scheduling problems
+Normal rank
@@ Property / cites work @@
+Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences
+Normal rank
@@ Property / cites work @@
+Risk-averse dynamic programming for Markov decision processes
+Normal rank
@@ Property / cites work @@
+On a time consistency concept in risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Analysis of stochastic dual dynamic programming method
+Normal rank
@@ Property / cites work @@
+Risk neutral and risk averse stochastic dual dynamic programming method
+Normal rank
@@ Property / cites work @@
+GDDP: Generalized dual dynamic programming theory
@@ Property / cites work: GDDP: Generalized dual dynamic programming theory / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic dual dynamic integer programming
@@ Property / cites work: Stochastic dual dynamic integer programming / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10479-019-03419-4
@@ Property / DOI: 10.1007/S10479-019-03419-4 / rank @@
+Normal rank