A model for dynamic chance constraints in hydro power reservoir management
From MaRDI portal
Publication:992651
DOI10.1016/j.ejor.2010.05.013zbMath1205.90145OpenAlexW2142453884MaRDI QIDQ992651
René Henrion, Laetitia Andrieu, Werner Römisch
Publication date: 9 September 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9051
Applications of mathematical programming (90C90) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)
Related Items
A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning, Chance-constrained problems and rare events: an importance sampling approach, Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements, On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints, Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs, A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints, An Inner-Outer Approximation Approach to Chance Constrained Optimization, Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness, Distributionally robust joint chance constraints with second-order moment information, The value of rolling-horizon policies for risk-averse hydro-thermal planning, A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints, Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems, Statistical learning for probability-constrained stochastic optimal control, Bounds for probabilistic programming with application to a blend planning problem, Partial sample average approximation method for chance constrained problems, Safe Approximations for Distributionally Robust Joint Chance Constrained Program, Dynamic probabilistic constraints under continuous random distributions, Advances and applications of chance-constrained approaches to systems optimisation under uncertainty, Probabilistic constraints via SQP solver: application to a renewable energy management problem, Nonlinear chance-constrained problems with applications to hydro scheduling, Joint chance constrained programming for hydro reservoir management
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Computation of multivariate normal and \(t\) probabilities
- Multi-stage stochastic optimization applied to energy planning
- On optimal regulation of a storage level with application to the water level regulation of a lake
- Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
- On stages and consistency checks in stochastic programming
- An Integer Programming Approach for Linear Programs with Probabilistic Constraints
- Capacity planning model for a multipurpose water reservoir with target-priority operation