Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application
From MaRDI portal
Publication:5087740
Recommendations
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application
- A Stochastic Programming Approach to Power Portfolio Optimization
- scientific article; zbMATH DE number 1187196
- A Robust Optimization Perspective on Stochastic Programming
- Risk-averse formulations and methods for a virtual power plant
- Partially Adaptive Stochastic Optimization for Electric Power Generation Expansion Planning
- Robust reward–risk ratio optimization with application in allocation of generation asset
- scientific article; zbMATH DE number 124611
- Robustness in stochastic programs with risk constraints
Cites work
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- A robust optimization approach to energy and reserve dispatch in electricity markets
- Algorithm for cardinality-constrained quadratic optimization
- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
- Coherent measures of risk
- Commitment and dispatch of heat and power units via affinely adjustable robust optimization
- Data-driven robust optimization
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
- GUSS: solving collections of data related models within \texttt{GAMS}
- Handling CVaR objectives and constraints in two-stage stochastic models
- Introduction to stochastic programming.
- Recent advances in robust optimization: an overview
- Risk-averse formulations and methods for a virtual power plant
- Robust linear optimization under general norms.
- Robust optimization
- Robust optimization and portfolio selection: the cost of robustness
- Robust planning for an open-pit mining problem under ore-grade uncertainty
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Some remarks on the value-at-risk and the conditional value-at-risk
- The sample average approximation method for stochastic discrete optimization
- Tractable approximations to robust conic optimization problems
- Two-stage network constrained robust unit commitment problem
- Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach
Cited in
(1)
This page was built for publication: Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5087740)
