Partially Adaptive Stochastic Optimization for Electric Power Generation Expansion Planning

DOI10.1287/ijoc.2017.0782zbMath1446.90100OpenAlexW2803443353WikidataQ129768703 ScholiaQ129768703MaRDI QIDQ5131732

Jikai Zou, Shabbir Ahmed, X. Andy Sun

Publication date: 9 November 2020

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d7852a84eb3635f356e087c117283b16c7d2cdec

zbMATH Keywords

approximation algorithmgeneration expansion planningmultistage stochastic optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59) Discrete location and assignment (90B80)

Related Items (6)

Robust integration of electric vehicles charging load in smart grid's capacity expansion planning ⋮ Affine decision rule approximation to address demand response uncertainty in smart grids' capacity planning ⋮ A Nested Cross Decomposition Algorithm for Power System Capacity Expansion with Multiscale Uncertainties ⋮ Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme ⋮ Balancing risk: generation expansion planning under climate mitigation scenarios ⋮ Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization

Cites Work

• Unnamed Item
• Generating Scenario Trees for Multistage Decision Problems
• A stochastic programming model for funding single premium deferred annuities
• A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
• Testing the structure of multistage stochastic programs
• The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty
• Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems
• Planning logistics operations in the oil industry
• Capacity Expansion and Probabilistic Growth
• An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion
• Optimal capacity expansion under uncertainty
• Infinite Horizon Stochastic Programs
• Capacity Expansion when Demand Is a Birth-Death Random Process
• Solving an Electricity Generating Capacity Expansion Planning Problem by Generalized Benders' Decomposition
• A Stopping Rule for Forecasting Horizons in Nonhomogeneous Markov Decision Processes
• A stochastic optimization model for planning capacity expansion in a service industry under uncertain demand
• Long-Range Generation Planning Using Generalized Benders' Decomposition: Implementation and Experience
• A scenario-based stochastic programming approach for technology and capacity planning

This page was built for publication: Partially Adaptive Stochastic Optimization for Electric Power Generation Expansion Planning