标题
Stochastic dual dynamic integer programming
作者
关键词
Multistage stochastic integer programming, Binary state variables, Nested decomposition, Stochastic dual dynamic programming, 90C15, 90C11, 90C39
出版物
MATHEMATICAL PROGRAMMING
Volume -, Issue -, Pages -
出版商
Springer Nature
发表日期
2018-03-02
DOI
10.1007/s10107-018-1249-5
参考文献
相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。- Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: An application to the strategic bidding problem
- (2017) Gregory Steeger et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Cluster Lagrangean decomposition in multistage stochastic optimization
- (2016) Laureano F. Escudero et al. COMPUTERS & OPERATIONS RESEARCH
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
- (2016) Timo Lohmann et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
- (2016) Sergio Bruno et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Relaxations and discretizations for the pooling problem
- (2016) Akshay Gupte et al. JOURNAL OF GLOBAL OPTIMIZATION
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming
- (2016) Natashia Boland et al. MATHEMATICAL PROGRAMMING
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- (2016) Dinakar Gade et al. MATHEMATICAL PROGRAMMING
- On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs
- (2015) P. Girardeau et al. MATHEMATICS OF OPERATIONS RESEARCH
- Multistage stochastic programming approach for offshore oilfield infrastructure planning under production sharing agreements and endogenous uncertainties
- (2014) Vijay Gupta et al. JOURNAL OF PETROLEUM SCIENCE AND ENGINEERING
- Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming
- (2013) Nils Löhndorf et al. OPERATIONS RESEARCH
- Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
- (2013) Anderson Rodrigo de Queiroz et al. OPERATIONS RESEARCH LETTERS
- Risk neutral and risk averse Stochastic Dual Dynamic Programming method
- (2012) Alexander Shapiro et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Risk-Constrained Multi-Stage Wind Power Investment
- (2012) Luis Baringo et al. IEEE TRANSACTIONS ON POWER SYSTEMS
- A multi-stage stochastic transmission expansion planning method
- (2011) Tohid Akbari et al. ENERGY CONVERSION AND MANAGEMENT
- Stochastic dual dynamic programming applied to nonconvex hydrothermal models
- (2011) Santiago Cerisola et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Minimax and risk averse multistage stochastic programming
- (2011) Alexander Shapiro EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
- (2011) A.B. Philpott et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Analysis of stochastic dual dynamic programming method
- (2010) Alexander Shapiro EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Stochastic Optimization Model to Study the Operational Impacts of High Wind Penetrations in Ireland
- (2010) Peter Meibom et al. IEEE TRANSACTIONS ON POWER SYSTEMS
- Long-term optimal allocation of hydro generation for a price-maker company in a competitive market: latest developments and a stochastic dual dynamic programming approach
- (2010) B.C. Flach et al. IET Generation Transmission & Distribution
- Re-solving stochastic programming models for airline revenue management
- (2009) Lijian Chen et al. ANNALS OF OPERATIONS RESEARCH
- A Stochastic Model for the Optimal Operation of a Wind-Thermal Power System
- (2009) V.S. Pappala et al. IEEE TRANSACTIONS ON POWER SYSTEMS
- Stochastic Power Generation Unit Commitment in Electricity Markets: A Novel Formulation and a Comparison of Solution Methods
- (2009) Santiago Cerisola et al. OPERATIONS RESEARCH
- Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems
- (2009) Kavinesh J. Singh et al. OPERATIONS RESEARCH
- On a time consistency concept in risk averse multistage stochastic programming
- (2009) Alexander Shapiro OPERATIONS RESEARCH LETTERS
- On the convergence of stochastic dual dynamic programming and related methods
- (2008) A.B. Philpott et al. OPERATIONS RESEARCH LETTERS
- Inexact multistage stochastic integer programming for water resources management under uncertainty
- (2007) Y.P. Li et al. JOURNAL OF ENVIRONMENTAL MANAGEMENT
- Short-term hydropower production planning by stochastic programming
- (2006) Stein-Erik Fleten et al. COMPUTERS & OPERATIONS RESEARCH
Find the ideal target journal for your manuscript
Explore over 38,000 international journals covering a vast array of academic fields.
SearchAsk a Question. Answer a Question.
Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.
Get Started