Comparing stochastic optimization methods to solve the medium-term operation planning problem

DOI10.1590/S1807-03022011000200003zbMath1231.90302MaRDI QIDQ656537

Erlon C. Finardi, Edson L. Da Silva, Marcelo L. L. Dos Santos, Raphael E. C. Gonçalves

Publication date: 18 January 2012

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

Full work available at URL: http://www.scielo.br/scielo.php?script=sci_abstract&pid=S1807-03022011000200003&lng=en&nrm=iso&tlng=en

zbMATH Keywords

stochastic optimizationprogressive hedginghydrothermal systemsmedium-term operation planning problemnested decomposition

Mathematics Subject Classification ID

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

Related Items (2)

Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling ⋮ Accelerating techniques on nested decomposition

Uses Software

• CPLEX

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