A stochastic program with time series and affine decision rules for the reservoir management problem

DOI10.1016/j.ejor.2017.12.007zbMath1403.90672OpenAlexW2778367230MaRDI QIDQ723959

Charles Gauvin, Michel Gendreau, Erick Delage

Publication date: 25 July 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2017.12.007

zbMATH Keywords

stochastic programmingstochastic processesforecastingrobust optimizationOR in energy

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90) Stochastic programming (90C15)

Related Items (3)

On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies ⋮ A successive linear programming algorithm with non-linear time series for the reservoir management problem ⋮ Multistage adaptive robust optimization for the hydrothermal scheduling problem

Uses Software

• ROME
• FinTS

Cites Work

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