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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10589-013-9584-1 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10589-013-9584-1 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1996000473 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3415352 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: SDDP for multistage stochastic linear programs based on spectral risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: The value of rolling-horizon policies for risk-averse hydro-thermal planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-averse feasible policies for large-scale multistage stochastic linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cut sharing for multistage stochastic linear programs with interstage dependency / rank
 
Normal rank
Property / cites work
 
Property / cites work: 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 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-stage stochastic optimization applied to energy planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence of stochastic dual dynamic programming and related methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Risk Mappings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of Convex Risk Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of stochastic dual dynamic programming method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk neutral and risk averse stochastic dual dynamic programming method / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10589-013-9584-1 / rank
 
Normal rank

Latest revision as of 15:13, 18 December 2024

scientific article
Language Label Description Also known as
English
SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
scientific article

    Statements

    SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (English)
    0 references
    0 references
    25 February 2014
    0 references
    stochastic programming
    0 references
    risk-averse optimization
    0 references
    decomposition algorithms
    0 references
    interstage dependency
    0 references
    Monte Carlo sampling
    0 references
    0 references

    Identifiers