Decision rule approximations for the risk averse reservoir management problem
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Publication:1753579
DOI10.1016/j.ejor.2017.01.044zbMath1403.90533OpenAlexW2584186442MaRDI QIDQ1753579
Michel Gendreau, Erick Delage, Charles Gauvin
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
Related Items (9)
Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management ⋮ Conditional value‐at‐risk beyond finance: a survey ⋮ Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning ⋮ Multistage robust mixed-integer optimization under endogenous uncertainty ⋮ Accelerating Benders decomposition for short-term hydropower maintenance scheduling ⋮ A stochastic program with time series and affine decision rules for the reservoir management problem ⋮ Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization ⋮ A successive linear programming algorithm with non-linear time series for the reservoir management problem ⋮ Multistage adaptive robust optimization for the hydrothermal scheduling problem
Uses Software
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