Multi-horizon stochastic programming

DOI10.1007/s10287-013-0182-6zbMath1298.90008OpenAlexW1996040720MaRDI QIDQ744263

Asgeir Tomasgard, Lars Hellemo, Kjetil T. Midthun, Marte Fodstad, Adrian S. Werner, Michal Kaut

Publication date: 6 October 2014

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/2465219

zbMATH Keywords

stochastic programmingmultistageenergy planningscenario tree construction

Mathematics Subject Classification ID

Stochastic programming (90C15) Transportation, logistics and supply chain management (90B06)

Related Items (17)

On the number of stages in multistage stochastic programs ⋮ Bounds in multi-horizon stochastic programs ⋮ A dual-level stochastic fleet size and mix problem for offshore wind farm maintenance operations ⋮ Renewable electricity capacity planning with uncertainty at multiple scales ⋮ Unnamed Item ⋮ Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme ⋮ Distributionally robust optimization with multiple time scales: valuation of a thermal power plant ⋮ On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management ⋮ The multi-sourcing location inventory problem with stochastic demand ⋮ Designing a two-echelon distribution network under demand uncertainty ⋮ Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach ⋮ On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem ⋮ On dealing with strategic and tactical decision levels in forestry planning under uncertainty ⋮ Multiscale stochastic optimization: modeling aspects and scenario generation ⋮ A node formulation for multistage stochastic programs with endogenous uncertainty ⋮ Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization ⋮ Operational decisions for multi-period industrial gas pipeline networks under uncertainty

Cites Work

• Unnamed Item
• Generating Scenario Trees for Multistage Decision Problems
• Single source single-commodity stochastic network design
• Supply chain design under uncertainty using sample average approximation and dual decomposition
• Option theory and modeling under uncertainty
• Single-commodity network design with random edge capacities
• Strategic analysis of technology and capacity investments in the liquefied natural gas industry
• Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems
• Scenario Reduction Techniques in Stochastic Programming
• Scenarios for multistage stochastic programs

This page was built for publication: Multi-horizon stochastic programming