Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty

DOI10.1023/A:1019248506301zbMATH Open1017.90072MaRDI QIDQ5933859FDOQ5933859

Authors: M. P. Nowak, Werner Römisch 

Publication date: 14 June 2001

Published in: Annals of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

multistage stochastic programmingLagrangian relaxationmixed-integerpower managementstochastic unit commitment

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

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