Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming
DOI10.1007/S11750-020-00575-WzbMATH Open1467.90025OpenAlexW3039822859MaRDI QIDQ828757FDOQ828757
Authors: Larissa de OliveiraResende, Bernardo Vieira Bezerra, Yasmin Monteiro Cyrillo, Davi Michel Valladão 
Publication date: 5 May 2021
Published in: Top (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11750-020-00575-w
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stochastic dual dynamic programmingBrazilian natural gas sectornatural gas supply chainunderground storage of natural gas
Cites Work
- JuMP: a modeling language for mathematical optimization
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- Risk neutral and risk averse stochastic dual dynamic programming method
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
- Analysis of stochastic dual dynamic programming method
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
- Worst-case-expectation approach to optimization under uncertainty
- An approximate dynamic programming approach to benchmark practice-based heuristics for natural gas storage valuation
- Valuation of energy storage: an optimal switching approach
- Risk management for forestry planning under uncertainty in demand and prices
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
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