A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning

DOI10.1007/S10479-019-03419-4zbMATH Open1456.90111OpenAlexW2981453040MaRDI QIDQ827142FDOQ827142

Authors: Andre Luiz Diniz, Maria Elvira P. Maceira, Cesar Luis V. Vasconcellos, Debora Dias J. Penna 

Publication date: 6 January 2021

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

Full work available at URL: https://doi.org/10.1007/s10479-019-03419-4

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zbMATH Keywords

risk aversionstochastic dual dynamic programmingOR in energyBenders decompositionlarge-scale linear programmingpower generation planning

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39) Stochastic programming (90C15)

Cites Work

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Cited In (3)

• The value of rolling-horizon policies for risk-averse hydro-thermal planning
• A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
• Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling

Uses Software

• EVPI
• DDSIP

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