Optimal scenario tree reduction for stochastic streamflows in power generation planning problems

DOI10.1080/10556780903420135MaRDI QIDQ3161151zbMATH OpenOpenAlexFDO

Authors Welington de Oliveira, Debora Dias J. Penna, Maria Elvira P. Maceira, Jorge MacHado Damázio, Claudia Sagastizábal

Publication date 12 October 2010

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780903420135

zbMATH Keywords

operation planning of hydro-thermal systemsscenario reductionstochastic programming

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) General theory of stochastic processes (60G07) Numerical mathematical programming methods (65K05) Technical applications of optics and electromagnetic theory (78A55) Optimization problems in optics and electromagnetic theory (78M50)

Recommendations

• Stochastic short-term hydropower planning with inflow scenario trees
• Scenario construction and reduction applied to stochastic power generation expansion planning
• Scenario tree reduction for multistage stochastic programs
• Scenario Tree Approximation and Risk Aversion Strategies for Stochastic Optimization of Electricity Production and Trading
• Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees
• Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
• scientific article; zbMATH DE number 1187196
• A scalable solution framework for stochastic transmission and generation planning problems
• Problem-based optimal scenario generation and reduction in stochastic programming

Cited in

(18)

• Stochastic short-term hydropower planning with inflow scenario trees
• Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS
• On conditional cuts for stochastic dual dynamic programming
• On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
• Uncontrolled inexact information within bundle methods
• Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling
• A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem
• Clustering-based preconditioning for stochastic programs
• A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty
• An empirical analysis of scenario generation methods for stochastic optimization
• Scenario construction and reduction applied to stochastic power generation expansion planning
• Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization
• A New Scenario Reduction Method Based on Higher-Order Moments
• Computing Wasserstein barycenters via operator splitting: the method of averaged marginals
• Divide to conquer: decomposition methods for energy optimization
• Scenario tree reduction via Wasserstein barycenters
• Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
• Clustering algorithms for scenario tree generation: application to natural hydro inflows

This page was built for publication: Optimal scenario tree reduction for stochastic streamflows in power generation planning problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3161151)