A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning

DOI10.1007/s10479-019-03419-4zbMath1456.90111OpenAlexW2981453040MaRDI QIDQ827142

Andre Luiz Diniz, Debora Dias J. Penna, Maria Elvira P. Maceira, Cesar Luis V. Vasconcellos

Publication date: 6 January 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03419-4

zbMATH Keywords

risk aversionBenders decompositionstochastic dual dynamic programmingOR in energylarge-scale linear programmingpower generation planning

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Dynamic programming (90C39)

Uses Software

• EVPI
• DDSIP

Cites Work

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