SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning |
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SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (English)
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25 February 2014
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stochastic programming
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risk-averse optimization
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decomposition algorithms
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interstage dependency
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Monte Carlo sampling
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