The value of rolling-horizon policies for risk-averse hydro-thermal planning
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Cites work
- scientific article; zbMATH DE number 1984252 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- A Robust Optimization Approach to Inventory Theory
- A model for dynamic chance constraints in hydro power reservoir management
- A stabilized model and an efficient solution method for the yearly optimal power management
- Adjustable robust solutions of uncertain linear programs
- Analysis of stochastic dual dynamic programming method
- Coherent measures of risk
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
- Introduction to Stochastic Programming
- Multi-stage stochastic optimization applied to energy planning
- On a time consistency concept in risk averse multistage stochastic programming
- On the convergence of stochastic dual dynamic programming and related methods
- Polyhedral risk measures in electricity portfolio optimization
- Robust convex optimization
- Robust mid-term power generation management
- Robust production management
- Robust solutions of linear programming problems contaminated with uncertain data
- SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
Cited in
(22)- Robust management and pricing of liquefied natural gas contracts with cancelation options
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- Divide to conquer: decomposition methods for energy optimization
- Physical vs virtual corporate power purchase agreements: meeting renewable targets amid demand and price uncertainty
- Multistage stochastic optimization for mid-term integrated generation and maintenance scheduling of cascaded hydroelectric system with renewable energy uncertainty
- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach
- A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
- On conditional cuts for stochastic dual dynamic programming
- Water resources management: a bibliometric analysis and future research directions
- Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs
- Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems
- A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
- Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling
- Multiobjective CVaR optimization model and solving method for hydrothermal system considering uncertain load demand
- Risk-averse two-stage stochastic programs in furniture plants
- Risk-averse feasible policies for large-scale multistage stochastic linear programs
- SDDP for multistage stochastic linear programs based on spectral risk measures
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach
- SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
- Two-stage network constrained robust unit commitment problem
- Stochastic dual dynamic programming and its variants: a review
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