Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming

DOI10.1007/s11750-020-00575-wzbMath1467.90025OpenAlexW3039822859MaRDI QIDQ828757

Larissa de OliveiraResende, Bernardo Vieira Bezerra, Yasmin Monteiro Cyrillo, Davi Michel Valladão

Publication date: 5 May 2021

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-020-00575-w

zbMATH Keywords

stochastic dual dynamic programmingBrazilian natural gas sectornatural gas supply chainunderground storage of natural gas

Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Dynamic programming (90C39)

Uses Software

• JuMP
• SDDP

Cites Work

• Unnamed Item
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• Valuation of energy storage: an optimal switching approach
• Worst-Case-Expectation Approach to Optimization Under Uncertainty
• JuMP: A Modeling Language for Mathematical Optimization

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