Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
type: Item
instance of: scholarly article
title: Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
zbMATH Open document ID: 1397.90246
author: Yanyan Li
published in: Computational Management Science
publication date: 2018-10-10T00:00:00Z
Mathematics Subject Classification ID: 90B80
Mathematics Subject Classification ID: 90B25
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 6950355
zbMATH Keywords: stochastic programming
zbMATH Keywords: economic dispatch
zbMATH Keywords: conditional value-at-risk
zbMATH Keywords: sample average approximation
zbMATH Keywords: level function method
MaRDI profile type: Publication
full work available at URL: s10287-016-0251-8
OpenAlex ID: W2323755203
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DOI: 10.1007/S10287-016-0251-8
description: scientific article; zbMATH DE number 6950355