A stochastic program with time series and affine decision rules for the reservoir management problem
DOI10.1016/J.EJOR.2017.12.007zbMATH Open1403.90672OpenAlexW2778367230MaRDI QIDQ723959FDOQ723959
Authors: Charles Gauvin, Erick Delage, Michel Gendreau
Publication date: 25 July 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.12.007
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of mathematical programming (90C90) Stochastic programming (90C15)
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Cited In (5)
- Multistage adaptive robust optimization for the hydrothermal scheduling problem
- A successive linear programming algorithm with non-linear time series for the reservoir management problem
- On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
- Decision rule approximations for the risk averse reservoir management problem
- Joint chance constrained programming for hydro reservoir management
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