A stochastic program with time series and affine decision rules for the reservoir management problem
Year of publication: |
1 June 2018
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Authors: | Gauvin, Charles ; Delage, Erick ; Gendreau, Michel |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 267.2018, 2 (1.6.), p. 716-732
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Subject: | Stochastic programming | Stochastic processes | Robust optimization | Forecasting | OR in energy | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics |
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