The value of rolling-horizon policies for risk-averse hydro-thermal planning
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Publication:439342
DOI10.1016/j.ejor.2011.08.017zbMath1244.90264MaRDI 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
stochastic programming; chance constraints; rolling horizon; hydro-thermal planning; interstage dependence