On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management

DOI10.1007/s10287-018-0318-9zbMath1483.90094OpenAlexW2805479295MaRDI QIDQ1989732

Laureano Fernando Escudero Bueno, Juan Francisco Monge

Publication date: 29 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11000/6273

zbMATH Keywords

capacity expansion planningmultistage stochastic strategic scenario treestrategic and tactical uncertaintiestime-consistent and time-inconsistent stochastic dominancetwo-stage stochastic operational multiperiod scenario tree

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (7)

A dual-level stochastic fleet size and mix problem for offshore wind farm maintenance operations ⋮ Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management ⋮ On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty ⋮ On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach ⋮ Sample average approximation for risk-averse problems: a virtual power plant scheduling application ⋮ On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem ⋮ On dealing with strategic and tactical decision levels in forestry planning under uncertainty

Uses Software

• DDSIP

Cites Work

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