Capacity planning of renewable energy systems using stochastic dual dynamic programming

DOI10.1016/J.EJOR.2024.12.031MaRDI QIDQ6982070zbMATH OpenFDO

Authors Jason Hole, A. B. Philpott, Oscar Dowson

Publication date 19 May 2025

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

Full work available at URL https://doi.org/10.1016/J.EJOR.2024.12.031

zbMATH Keywords

capacity expansionstochastic dual dynamic programmingOR in energymultistage stochastic programmingpolicy graph

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Stochastic programming (90C15)

Cites work

• SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming
• Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
• JuMP 1.0: recent improvements to a modeling language for mathematical optimization
• Julia: a fresh approach to numerical computing
• Multi-horizon stochastic programming
• Multi-stage stochastic optimization applied to energy planning
• On the convergence of decomposition methods for multistage stochastic convex programs
• Periodical multistage stochastic programs
• Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
• The policy graph decomposition of multistage stochastic programming problems

Cited in

(2)

• Resilient food-biodiversity outcomes via stochastic control of multiplex socio-ecological networks under water stress
• Fifty years of power systems optimization

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