Sample average approximation for risk-averse problems: a virtual power plant scheduling application
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Publication:6114903
DOI10.1016/j.ejco.2021.100005zbMath1530.90064OpenAlexW3108288238MaRDI QIDQ6114903
Ricardo M. Lima, Olivier P. Le Maître, Antonio J. Conejo, Ibrahim Hoteit, Omar M. Knio, Loïc Giraldi
Publication date: 12 July 2023
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejco.2021.100005
Statistical methods; risk measures (91G70) Applications of mathematical programming (90C90) Stochastic programming (90C15)
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Cites Work
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