SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685)
From MaRDI portal
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
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
