Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme

DOI10.1007/s11081-019-09471-0zbMath1457.90100OpenAlexW2980740617WikidataQ127016757 ScholiaQ127016757MaRDI QIDQ2218888

John D. Siirola, Cristiana L. Lara, Ignacio E. Grossmann

Publication date: 18 January 2021

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-019-09471-0

zbMATH Keywords

multistage stochastic programminggeneration expansion planningstochastic dual dynamic integer programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Stochastic programming (90C15) Dynamic programming (90C39)

Related Items

Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming, A Nested Cross Decomposition Algorithm for Power System Capacity Expansion with Multiscale Uncertainties

Uses Software

• Gurobi
• DSP
• GitHub
• SDDiP
• pymp
• ReEDS

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