Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
X.J. Tong, H. Xu, F.F. Wu, Z. Zhao
| Year of publication: |
July 2016
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|---|---|
| Authors: | Tong, X.J. ; Xu, H. ; Wu, F. F. ; Zhao, Z. |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 13.2016, 3, p. 393-422
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| Subject: | Stochastic programming | Economic dispatch | Conditional value-at-risk | Sample average approximation | Level function method | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Iteratives Verfahren | Approximation method | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-016-0251-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011669303