Multistage adaptive robust optimization for the hydrothermal scheduling problem

DOI10.1016/j.cor.2022.106051OpenAlexW4307395458MaRDI QIDQ2108152

Matías Negrete-Pincetic, Álvaro Lorca, Marcel Favereau

Publication date: 19 December 2022

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2022.106051

zbMATH Keywords

principal component analysislinear decision ruleshydrothermal schedulingvector autoregressive modelmultistage adaptive robust optimization

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• ROME

Cites Work

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• Worst-Case-Expectation Approach to Optimization Under Uncertainty
• Estimates of the Regression Coefficient Based on Kendall's Tau
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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