Differentiability conditions for stochastic hybrid systems with application to the optimal design of microgrids

DOI10.1007/s10957-017-1096-1zbMath1381.37111OpenAlexW2596175100MaRDI QIDQ2363577

Alphonse Hakizimana, Joseph K. Scott

Publication date: 20 July 2017

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-017-1096-1

zbMATH Keywords

stochastic optimizationsensitivity analysishybrid systemdecision rule

Mathematics Subject Classification ID

Stochastic programming (90C15) Generation, random and stochastic difference and differential equations (37H10) Dynamical systems in optimization and economics (37N40)

Uses Software

• UMDES

Cites Work

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