Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
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Cites work
- Analysis of stochastic dual dynamic programming method
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Electricity prices and power derivatives: evidence from the Nordic Power Exchange
- Energy contracts management by stochastic programming techniques
- Lectures on Stochastic Programming
- Multi-stage stochastic optimization applied to energy planning
- On complexity of stochastic programming problems
- On the conditional value-at-risk probability-dependent utility function
- On the convergence of stochastic dual dynamic programming and related methods
- Renewable energy investments under different support schemes: a real options approach
- Risk neutral and risk averse stochastic dual dynamic programming method
- Stochastic modeling of electricity and related markets.
Cited in
(28)- Operations research in optimal power flow: a guide to recent and emerging methodologies and applications
- Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems
- Multilevel stochastic gradient methods for nested composition optimization
- Modelling of ``green investments risks
- Envelope theorems for multistage linear stochastic optimization
- Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties
- Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach
- Investment Decisions Under Uncertainty Using Stochastic Dynamic Programming: A Case Study of Wind Power
- Financial hedging in two-stage sustainable commodity supply chains
- A review of the operations literature on real options in energy
- Zeroth-order stochastic compositional algorithms for risk-aware learning
- A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
- Sustainable operation-oriented investment risk evaluation and optimization for renewable energy project: a case study of wind power in China
- Renewable auctions: bidding for real options
- The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets
- Capacity, pricing and production under supply and demand uncertainties with an application in agriculture
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
- Planning low-carbon electricity systems under uncertainty considering operational flexibility and smart grid technologies
- Optimal investment strategies for renewable facilities
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
- Stochastic dual dynamic integer programming
- Risk-averse model predictive control
- Crowdfunding mechanism comparison when product quality is uncertain
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
- Renewable generation expansion under different support schemes: a stochastic equilibrium approach
- Optimal Independent Pricing Strategies of Dual-Channel Supply Chain Based on Risk-Aversion Attitudes
- From scenarios to conditional scenarios in two‐stage stochastic MILP problems
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