A constraint generation scheme to probabilistic linear problems with an application to power system expansion planning (Q1339139)

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A constraint generation scheme to probabilistic linear problems with an application to power system expansion planning
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    A constraint generation scheme to probabilistic linear problems with an application to power system expansion planning (English)
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    1 December 1994
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    reliability
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    cutting planes
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    constraint generation scheme
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    probabilistic mixed integer programming
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    decomposition approach
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    peak capacity expansion planning of interconnected hydrothermal generating systems
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    stochastic integer program
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    Benders decomposition
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    stochastic network flow
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    Monte Carlo simulation
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