Stochastic dual dynamic programming applied to nonconvex hydrothermal models

DOI10.1016/j.ejor.2011.11.040zbMath1244.90173MaRDI QIDQ439570

Andres Ramos, Santiago Cerisola, Jesus M. Latorre

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.2011.11.040

zbMATH Keywords

stochastic programming; integer programming; Lagrangean relaxation; production planning; Benders decomposition; stochastic dual dynamic programming; scheduling planning

Mathematics Subject Classification ID

90C15: Stochastic programming

90B90: Case-oriented studies in operations research

90C39: Dynamic programming

91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)

Related Items

Planning low-carbon electricity systems under uncertainty considering operational flexibility and smart grid technologies, Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling, Computing tight bounds via piecewise linear functions through the example of circle cutting problems, Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem, A successive linear programming algorithm with non-linear time series for the reservoir management problem, Stochastic dual dynamic integer programming

Uses Software

• GAMS
• SUTIL

Cites Work

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