Sample average approximation for risk-averse problems: a virtual power plant scheduling application

DOI10.1016/j.ejco.2021.100005zbMath1530.90064OpenAlexW3108288238MaRDI QIDQ6114903

Ricardo M. Lima, Olivier P. Le Maître, Antonio J. Conejo, Ibrahim Hoteit, Omar M. Knio, Loïc Giraldi

Publication date: 12 July 2023

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejco.2021.100005

zbMATH Keywords

sample average approximationvirtual power plantrisk-averse stochastic programming

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Applications of mathematical programming (90C90) Stochastic programming (90C15)

Related Items

Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application

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