Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty

DOI10.1016/j.ejor.2015.10.013zbMath1346.90636OpenAlexW1818156433MaRDI QIDQ322602

Sergio Bruno, Alexandre Street, Shabbir Ahmed, Alexander Shapiro

Publication date: 7 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.10.013

zbMATH Keywords

stochastic programminginteger programmingstochastic dual dynamic programmingrisk averserenewable energy investment planning

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15) Production theory, theory of the firm (91B38) Dynamic programming (90C39) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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• Renewable energy investments under different support schemes: a real options approach
• Energy contracts management by stochastic programming techniques
• Risk neutral and risk averse stochastic dual dynamic programming method
• Lectures on Stochastic Programming
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems

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