Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning

DOI10.1016/j.ejor.2022.12.039arXiv2110.03146MaRDI QIDQ6167762

Felipe Nazare, Alexandre Street

Publication date: 10 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.03146

zbMATH Keywords

multistage stochastic programmingOR in energyAdaLASSOlong-term hydrothermal dispatch planningregularized linear decision rules

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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