Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system

DOI10.1007/s10287-016-0251-8zbMath1397.90246OpenAlexW2323755203MaRDI QIDQ1789576

Yanyan Li

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

zbMATH Keywords

stochastic programmingconditional value-at-risksample average approximationeconomic dispatchlevel function method

Mathematics Subject Classification ID

Related Items (1)

Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems

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