Decision rule approximations for the risk averse reservoir management problem
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Cites work
- scientific article; zbMATH DE number 1149777 (Why is no real title available?)
- A Linear Decision-Based Approximation Approach to Stochastic Programming
- A comparison of multiple criteria analysis techniques for water resource management
- Adjustable robust solutions of uncertain linear programs
- Advanced Mathematical Methods for Finance
- Coherent measures of risk
- Computational complexity of stochastic programming problems
- Distributionally robust optimization and its tractable approximations
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Generalized decision rule approximations for stochastic programming via liftings
- Multi-stage stochastic optimization applied to energy planning
- Multistage adaptive robust optimization for the unit commitment problem
- On a time consistency concept in risk averse multistage stochastic programming
- Optimization of nonconventional wells under uncertainty using statistical proxies
- Risk neutral and risk averse stochastic dual dynamic programming method
- Robust optimization
- Robust optimization made easy with ROME
- Scenario tree modeling for multistage stochastic programs
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Short-term hydropower production planning by stochastic programming
- Some remarks on the value-at-risk and the conditional value-at-risk
- Theory and applications of robust optimization
- Time series analysis. Forecasting and control
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
- Multistage robust mixed-integer optimization under endogenous uncertainty
- scientific article; zbMATH DE number 6194036 (Why is no real title available?)
- 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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