Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures

DOI10.1080/10556788.2015.1076821zbMath1342.90120OpenAlexW2284187570MaRDI QIDQ2815507

Stefano Zigrino, Paolo Pisciella, Marida Bertocchi, Maria Teresa Vespucci

Publication date: 29 June 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2015.1076821

zbMATH Keywords

uncertaintyrisk neutralpower generation capacity expansionrenewable energy sourcerisk averse strategiestwo-stagestochastic mixed integer optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

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Cites Work

• A stochastic model for investments in different technologies for electricity production in the long period
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• Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
• Lectures on Stochastic Programming
• Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
• An enhanced model for portfolio choice with SSD criteria: a constructive approach

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