The value of rolling-horizon policies for risk-averse hydro-thermal planning
From MaRDI portal
Publication:439342
DOI10.1016/j.ejor.2011.08.017zbMath1244.90264OpenAlexW2082571530MaRDI QIDQ439342
Publication date: 16 August 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2011.08.017
Related Items
Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems, Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs, On conditional cuts for stochastic dual dynamic programming, Risk-averse feasible policies for large-scale multistage stochastic linear programs, Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling, Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion, SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning, Risk-averse two-stage stochastic programs in furniture plants, Robust management and pricing of liquefied natural gas contracts with cancelation options, SDDP for multistage stochastic linear programs based on spectral risk measures, Divide to conquer: decomposition methods for energy optimization, A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach, Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach, Robust optimization of uncertain multistage inventory systems with inexact data in decision rules, A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems, Two-stage network constrained robust unit commitment problem
Cites Work
- Unnamed Item
- Unnamed Item
- Robust production management
- Analysis of stochastic dual dynamic programming method
- On a time consistency concept in risk averse multistage stochastic programming
- A model for dynamic chance constraints in hydro power reservoir management
- On the convergence of stochastic dual dynamic programming and related methods
- Multi-stage stochastic optimization applied to energy planning
- Adjustable robust solutions of uncertain linear programs
- Robust solutions of linear programming problems contaminated with uncertain data
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
- SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
- Coherent Measures of Risk
- Robust Convex Optimization
- Polyhedral risk measures in electricity portfolio optimization
- A stabilized model and an efficient solution method for the yearly optimal power management
- A Robust Optimization Approach to Inventory Theory
- Robust mid-term power generation management
- Introduction to Stochastic Programming
