The value of rolling-horizon policies for risk-averse hydro-thermal planning
type: Item
instance of: scholarly article
title: The value of rolling-horizon policies for risk-averse hydro-thermal planning
zbMATH Open document ID: 1244.90264
published in: European Journal of Operational Research
publication date: 2012-08-16T00:00:00Z
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6066767
zbMATH Keywords: stochastic programming
zbMATH Keywords: chance constraints
zbMATH Keywords: interstage dependence
zbMATH Keywords: rolling horizon
zbMATH Keywords: hydro-thermal planning
MaRDI profile type: Publication
full work available at URL: j.ejor.2011.08.017
OpenAlex ID: W2082571530
cites work: A model for dynamic chance constraints in hydro power reservoir management
cites work: Coherent measures of risk
cites work: Robust convex optimization
cites work: Robust solutions of linear programming problems contaminated with uncertain data
cites work: Adjustable robust solutions of uncertain linear programs
cites work: A Robust Optimization Approach to Inventory Theory
cites work: Introduction to Stochastic Programming
cites work: Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
cites work: Polyhedral risk measures in electricity portfolio optimization
cites work: Robust production management
cites work: A stabilized model and an efficient solution method for the yearly optimal power management
cites work: Robust mid-term power generation management
cites work: SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
cites work: Multi-stage stochastic optimization applied to energy planning
cites work: On the convergence of stochastic dual dynamic programming and related methods
cites work: On a time consistency concept in risk averse multistage stochastic programming
cites work: Analysis of stochastic dual dynamic programming method
cites work: Q4830009
cites work: Q4428685
DOI: 10.1016/J.EJOR.2011.08.017
author: Vincent Guigues
author: Claudia Sagastizábal
description: scientific article; zbMATH DE number 6066767