On the solution variability reduction of stochastic dual dynamic programming applied to energy planning
Murilo Pereira Soares, Alexandre Street, Davi Michel Valladão
| Year of publication: |
16 April 2017
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| Authors: | Soares, Murilo Pereira ; Street, Alexandre ; Valladão, Davi Michel |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 258.2017, 2 (16.4.), p. 743-760
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| Subject: | Stochastic programming | Stochastic Dual Dynamic Programming | Risk aversion | OR in energy | Dynamische Optimierung | Dynamic programming | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikoaversion | Energiepolitik | Energy policy |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.08.068 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011644466