Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming

DOI10.1007/s10107-015-0884-3zbMath1342.90116OpenAlexW2067259170MaRDI QIDQ263206

Steffen Rebennack

Publication date: 4 April 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-015-0884-3

zbMATH Keywords

samplingscenario treeelectricity demandhydro-thermal power systeminflow uncertaintynested Benders decompositionstochastic dual dynamic programming

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Linear programming (90C05) Stochastic programming (90C15) Dynamic programming (90C39)

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Uses Software

• MSLiP

Cites Work

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