Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling

DOI10.1007/s40314-023-02258-1OpenAlexW4360609116MaRDI QIDQ2695694

Karla Cristiane Arsie, Elizabeth W. Karas, Gislaine A. Periçaro, Clóvis C. Gonzaga

Publication date: 31 March 2023

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-023-02258-1

zbMATH Keywords

stochastic programmingnonlinear optimizationhydrothermal power systemsnon-anticipative scenario analysis

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Stochastic programming (90C15)

Cites Work

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