Stochastic dual dynamic programming applied to nonconvex hydrothermal models

DOI10.1016/j.ejor.2011.11.040zbMath1244.90173OpenAlexW1986458792MaRDI QIDQ439570

Andres Ramos, Santiago Cerisola, Jesus M. Latorre

Publication date: 16 August 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2011.11.040

zbMATH Keywords

stochastic programminginteger programmingLagrangean relaxationproduction planningBenders decompositionstochastic dual dynamic programmingscheduling planning

Mathematics Subject Classification ID

Stochastic programming (90C15) Case-oriented studies in operations research (90B90) Dynamic programming (90C39) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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Uses Software

• GAMS
• SUTIL

Cites Work

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