Robust production management

DOI10.1007/s11081-009-9086-2zbMath1273.90096OpenAlexW2004793130MaRDI QIDQ374640

Vincent Guigues

Publication date: 24 October 2013

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-009-9086-2

zbMATH Keywords

stochastic programmingrobust optimizationaffinely adjustable robust counterpartmid-term generation problemuncertain linear programs

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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Risk-averse feasible policies for large-scale multistage stochastic linear programs ⋮ The value of rolling-horizon policies for risk-averse hydro-thermal planning ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ Constant depth decision rules for multistage optimization under uncertainty ⋮ Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection ⋮ Large-scale unit commitment under uncertainty ⋮ Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process

Cites Work

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• Robust solutions of uncertain linear programs
• Adjustable robust solutions of uncertain linear programs
• Hydro-electric unit commitment subject to uncertain demand
• Robust Convex Optimization
• Polyhedral risk measures in electricity portfolio optimization
• Robust mid-term power generation management
• Bundle methods in stochastic optimal power management: A disaggregated approach using preconditioners

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