SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685): Difference between revisions

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-.1007/s10589-013-9584-1
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+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
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+Q3415352
@@ Property / cites work: Q3415352 / rank @@
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+Introduction to Stochastic Programming
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+Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs
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+The value of rolling-horizon policies for risk-averse hydro-thermal planning
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+USE OF THE PAR(<i>p</i>) MODEL IN THE STOCHASTIC DUAL DYNAMIC PROGRAMMING OPTIMIZATION SCHEME USED IN THE OPERATION PLANNING OF THE BRAZILIAN HYDROPOWER SYSTEM
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+Risk neutral and risk averse stochastic dual dynamic programming method
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@@ Property / DOI @@
+.1007/S10589-013-9584-1
@@ Property / DOI: 10.1007/S10589-013-9584-1 / rank @@
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+Publication:2436685