Decision rule approximations for the risk averse reservoir management problem
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Publication:1753579
DOI10.1016/J.EJOR.2017.01.044zbMATH Open1403.90533OpenAlexW2584186442MaRDI QIDQ1753579FDOQ1753579
Authors: Charles Gauvin, Erick Delage, Michel Gendreau 
Publication date: 29 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.01.044
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Cites Work
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Cited In (11)
- Multistage adaptive robust optimization for the hydrothermal scheduling problem
- A successive linear programming algorithm with non-linear time series for the reservoir management problem
- A stochastic program with time series and affine decision rules for the reservoir management problem
- Accelerating Benders decomposition for short-term hydropower maintenance scheduling
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Conditional value‐at‐risk beyond finance: a survey
- Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management
- Title not available (Why is that?)
- Multistage robust mixed-integer optimization under endogenous uncertainty
- Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning
- Stochastic optimization models for risk-based reservoir management
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