Model Building Techniques for the Correction of End Effects in Multistage Convex Programs

DOI10.1287/opre.31.3.407zbMath0523.90055OpenAlexW2053560309MaRDI QIDQ3674392

R. C. Grinold

Publication date: 1983

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.31.3.407

zbMATH Keywords

energy planningplanning horizoncorrection of end effectsdual equilibrium proceduremodel building proceduresmultistage convex programsmultistage planning models

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Related Items (13)

A criterion for time aggregation in intertemporal dynamic models ⋮ Introducing realistic savings patterns in intertemporal models ⋮ Shadow method for convex programming with application for Navy credit sea/shore rotation problem ⋮ Models and model value in stochastic programming ⋮ Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling ⋮ Modeling investment uncertainty in the costs of global \(CO_2\) emission policy ⋮ Optimal Army officer force profiles ⋮ Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network ⋮ Scheduling United States Coast Guard helicopter deployment and maintenance at Clearwater Air Station, Florida ⋮ A comparison of methods for lot-sizing in a rolling horizon environment ⋮ A general system theory approach to rail freight car fleet sizing ⋮ Planning of cascade hydropower stations with the consideration of long-term operations under uncertainties ⋮ A combined stochastic programming and optimal control approach to personal finance and pensions

This page was built for publication: Model Building Techniques for the Correction of End Effects in Multistage Convex Programs