Bounds in multi-horizon stochastic programs

DOI10.1007/S10479-019-03244-9MaRDI QIDQ827134zbMATH OpenOpenAlexFDO

Authors Francesca Maggioni, E. Allevi, Asgeir Tomasgard

Publication date 6 January 2021

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/11250/2650980

zbMATH Keywords

energyboundsstochastic programsmulti-horizonoperational decisionsstrategic decisions

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• Multi-horizon stochastic programming
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Cites work

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Cited in

(8)

• On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
• Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
• Dynamic focus programming: a new approach to sequential decision problems under uncertainty
• A dual-level stochastic fleet size and mix problem for offshore wind farm maintenance operations
• Multi-horizon stochastic programming
• Two-stage bond portfolio optimization and its application to Saudi Sukuk Market
• Decomposition methods for multi-horizon stochastic programming
• Handling of long-term storage in multi-horizon stochastic programs

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