Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
From MaRDI portal
Publication:1789576
DOI10.1007/s10287-016-0251-8zbMath1397.90246OpenAlexW2323755203MaRDI QIDQ1789576
Publication date: 10 October 2018
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-016-0251-8
stochastic programmingconditional value-at-risksample average approximationeconomic dispatchlevel function method
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Unnamed Item
- Convex proximal bundle methods in depth: a unified analysis for inexact oracles
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset
- An inexact bundle variant suited to column generation
- Sample average approximation method for chance constrained programming: Theory and applications
- New variants of bundle methods
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- Stability analysis of stochastic programs with second order dominance constraints
- Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints
- Level bundle methods for oracles with on-demand accuracy
- Steady-State Security Regions of Power Systems
- The Cutting-Plane Method for Solving Convex Programs
- Lectures on Stochastic Programming
- Optimization and nonsmooth analysis
- An Application of Error Bounds for Convex Programming in a Linear Space
- On constrained optimization by adjoint based quasi-Newton methods
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- Level function method for quasiconvex programming.
This page was built for publication: Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
