SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685)
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scientific article; zbMATH DE number 6261712
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| English | SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning |
scientific article; zbMATH DE number 6261712 |
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SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (English)
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25 February 2014
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stochastic programming
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risk-averse optimization
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decomposition algorithms
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interstage dependency
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Monte Carlo sampling
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0.8549216985702515
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0.8493044376373291
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0.8425856828689575
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0.8320708870887756
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0.8289313316345215
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