A two-stage stochastic integer programming model for a thermal power system expansion

DOI10.1111/j.1475-3995.2004.00456.xzbMath1162.90526OpenAlexW2005200220MaRDI QIDQ3158867

Pablo Benario, Manuel E. Rojas, Víctor M. Albornoz

Publication date: 31 January 2005

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1475-3995.2004.00456.x

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Uses Software

• AMPL
• CPLEX

Cites Work

• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• A multicut algorithm for two-stage stochastic linear programs
• An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
• Tool capacity planning for semiconductor fabrication facilities under demand uncertainty
• A parallel computation approach for solving multistage stochastic network problems
• An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion
• Two stage linear programming under uncertainty with 0–1 integer first stage variables
• Introduction to Stochastic Programming
• D-optimal designs for sensor and actuator locations