Intelligent control and optimization under uncertainty with application to hydro power

DOI10.1016/S0377-2217(96)00206-8MaRDI QIDQ1278637zbMATH OpenOpenAlexFDO

Authors George Dantzig, Gerd Infanger

Publication date 22 April 1999

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

Full work available at URL https://doi.org/10.1016/s0377-2217(96)00206-8

zbMATH Keywords

Benders decompositionmulti-stage mathematical program under uncertainty

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• A Probabilistic Lower Bound for Two-Stage Stochastic Programs
• Cut sharing for multistage stochastic linear programs with interstage dependency
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• scientific article; zbMATH DE number 176392 (Why is no real title available?)
• scientific article; zbMATH DE number 824994 (Why is no real title available?)
• Importance Sampling for Stochastic Simulations
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
• Multi-stage stochastic linear programs for portfolio optimization
• Multi-stage stochastic optimization applied to energy planning
• Parallel processors for planning under uncertainty
• Partitioning procedures for solving mixed-variables programming problems

Cited in

(5)

• Medium term scheduling of a hydro-thermal system using stochastic model predictive control
• scientific article; zbMATH DE number 1837495 (Why is no real title available?)
• A comparison of distributed MPC schemes on a hydro-power plant benchmark
• Solving multiobjective optimization problems using artificial bee colony algorithm
• Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer

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