Sample average approximation for risk-averse problems: a virtual power plant scheduling application (Q6114903)

scientific article; zbMATH DE number 7711226

Language	Label	Description	Also known as
English	Sample average approximation for risk-averse problems: a virtual power plant scheduling application	scientific article; zbMATH DE number 7711226

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instance of

scholarly article

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title

Sample average approximation for risk-averse problems: a virtual power plant scheduling application (English)

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EURO Journal on Computational Optimization

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publication date

12 July 2023

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zbMATH Keywords

sample average approximation

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risk-averse stochastic programming

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virtual power plant

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.ejco.2021.100005

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cites work

Risk management for forestry planning under uncertainty in demand and prices

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Coherent Measures of Risk

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Partitioning procedures for solving mixed-variables programming problems

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Decision making under uncertainty in electricity markets

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On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management

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Q3840423

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The Sample Average Approximation Method for Stochastic Discrete Optimization

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Evaluating policies in risk-averse multi-stage stochastic programming

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Risk-averse formulations and methods for a virtual power plant

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Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach

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The empirical behavior of sampling methods for stochastic programming

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Spectral Methods for Uncertainty Quantification

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Monte Carlo bounding techniques for determinig solution quality in stochastic programs

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Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective

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Multi-stage stochastic optimization applied to energy planning

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Probabilistic constrained optimization. Methodology and applications

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Measuring risk for income streams

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Q3528030

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Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion

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Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk

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On a time consistency concept in risk averse multistage stochastic programming

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Analysis of stochastic dual dynamic programming method

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Lectures on Stochastic Programming

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On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs

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Risk neutral and risk averse stochastic dual dynamic programming method

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<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

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The sample average approximation method applied to stochastic routing problems: a computational study

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Sample average approximation of expected value constrained stochastic programs

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Identifiers

zbMATH Open document ID

1530.90064

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Mathematics Subject Classification ID

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10.1016/J.EJCO.2021.100005

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Sitelinks

Mathematics(1 entry)

mardi Publication:6114903