Natural gas cash-out problem: bilevel stochastic optimization approach

DOI10.1016/j.ejor.2010.02.018zbMath1188.90187OpenAlexW2043878645MaRDI QIDQ976391

Nataliya I. Kalashnykova, Gerardo A. Pérez-Valdés, Asgeir Tomasgard, Vyacheslav V. Kalashnikov

Publication date: 11 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2010.02.018

zbMATH Keywords

stochastic programmingtime seriesnatural gas imbalance problem

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear programming (90C05) Stochastic programming (90C15)

Related Items

Multiobjective two-level simple recourse programming problems with discrete random variables, Bilevel programming and applications, On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty, Coordinating harvest planning and scheduling in an agricultural supply chain through a stochastic bilevel programming, A DC Algorithm for Solving Quadratic-linear Bilevel Optimization Problems, Natural gas bilevel cash-out problem: convergence of a penalty function method, A linearization approach to solve the natural gas cash-out bilevel problem, Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches, Operational decisions for multi-period industrial gas pipeline networks under uncertainty, Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Uses Software

• itsmr

Cites Work

• Unnamed Item
• Optimization of natural gas pipeline transportation using ant colony optimization
• A natural gas cash-out problem: a bilevel programming framework and a penalty function method
• Algorithms for a multi-level network optimization problem
• Discrete bilevel programming: application to a natural gas cash-out problem
• Introduction to Time Series and Forecasting