Multistage adaptive robust optimization for the hydrothermal scheduling problem

DOI10.1016/J.COR.2022.106051OpenAlexW4307395458MaRDI QIDQ2108152FDOQ2108152

Authors: Marcel Favereau, Álvaro Lorca, Matías Negrete-Pincetic 

Publication date: 19 December 2022

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2022.106051

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zbMATH Keywords

principal component analysisvector autoregressive modellinear decision ruleshydrothermal schedulingmultistage adaptive robust optimization

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Partitioning procedures for solving mixed-variables programming problems
• Theory and applications of robust optimization
• The Price of Robustness
• Robust Optimization of Large-Scale Systems
• Multi-stage stochastic optimization applied to energy planning
• Robust solutions of uncertain linear programs
• Risk neutral and risk averse stochastic dual dynamic programming method
• Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• Adjustable robust solutions of uncertain linear programs
• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
• Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
• Worst-Case-Expectation Approach to Optimization Under Uncertainty
• Tractable approximations to a robust capacity assignment model in telecommunications under demand uncertainty
• Decomposition for adjustable robust linear optimization subject to uncertainty polytope
• Optimality of affine policies in multistage robust optimization
• Commitment and dispatch of heat and power units via affinely adjustable robust optimization
• Primal and dual linear decision rules in stochastic and robust optimization
• Robust optimization made easy with ROME
• Multistage adaptive robust optimization for the unit commitment problem
• A survey of adjustable robust optimization
• Decision rule approximations for the risk averse reservoir management problem
• A stochastic program with time series and affine decision rules for the reservoir management problem
• Stochastic dual dynamic integer programming
• Estimation and identification of periodic autoregressive models with one exogenous variable

Uses Software

• ROME

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