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~isPartOf:"Computational Management Science : CMS"
~isPartOf:"INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences"
~subject:"Dynamische Optimierung"
~subject:"Electric power industry"
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Dynamische Optimierung
Electric power industry
Stochastic process
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Stochastischer Prozess
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Theorie
87
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87
Mathematical programming
70
Mathematische Optimierung
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stochastic programming
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Computational Management Science : CMS
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
74
Operations research
28
Energy economics
20
Journal of economic dynamics & control
20
Computers & operations research : and their applications to problems of world concern ; an international journal
16
International journal of production research
16
International journal of production economics
13
Insurance / Mathematics & economics
12
Mathematics of operations research
12
Operations research letters
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INFORMS journal on computing : JOC
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
10
Manufacturing & service operations management : M & SOM
8
Mathematical methods of operations research
8
Transportation research / E : an international journal
8
OR spectrum : quantitative approaches in management
7
Finance and stochastics
5
International journal of theoretical and applied finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The energy journal
5
Working paper series
5
Annals of operations research
4
Econometric Institute research papers
4
Networks and spatial economics : a journal of infrastructure modeling and computation
4
Production and operations management : an international journal of the Production and Operations Management Society
4
Quantitative finance
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Risks : open access journal
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SpringerLink / Bücher
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Transportation science
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American journal of agricultural economics
3
Computational economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
3
IMA journal of management mathematics
3
Mathematics and financial economics
3
Omega : the international journal of management science
3
Optimal financial decision making under uncertainty
3
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ECONIS (ZBW)
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1
A nonconvex regularization scheme for the stochastic dual dynamic programming algorithm
Bhattacharya, Arnab
;
Kharoufeh, Jeffrey P.
;
Zeng, Bo
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
5
,
pp. 1161-1178
Persistent link: https://www.econbiz.de/10014423013
Saved in:
2
Stochastic dual dynamic programming for multiechelon lot sizing with component substitution
Thevenin, Simon
;
Adulyasak, Yossiri
;
Cordeau, Jean-François
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 3151-3169
Persistent link: https://www.econbiz.de/10014326735
Saved in:
3
Risk-averse stochastic programming vs. adaptive robust optimization : a virtual power plant application
Lima, Ricardo M.
;
Conejo, Antonio J.
;
Giraldi, Loïc
; …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
3
,
pp. 1795-1818
Persistent link: https://www.econbiz.de/10013361856
Saved in:
4
Integrated stochastic optimal self-scheduling for two-settlement electricity markets
Pan, Kai
;
Guan, Yongpei
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
3
,
pp. 1819-1840
Persistent link: https://www.econbiz.de/10013361858
Saved in:
5
Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Zéphyr, Luckny
;
Anderson, C. Lindsay
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 87-110
Persistent link: https://www.econbiz.de/10011860872
Saved in:
6
Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
; …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10011923011
Saved in:
7
SDDP for mutlistage stochastic programs : preprocessing via scenario reduction
Dupačová, Jitka
;
Kozmík, Václav
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011710330
Saved in:
8
A discrete optimality system for an optimal harvesting problem
Bakan, Hacer Öz
;
Yilmaz, Fikriye
;
Weber, Gerhard-Wilhelm
- In:
Computational Management Science : CMS
14
(
2017
)
4
,
pp. 519-533
Persistent link: https://www.econbiz.de/10011758945
Saved in:
9
The impact of wind uncertainty on the strategic valuation of distributed electricity storage
Crespo Del Granado, Pedro
;
Wallace, Stein W.
;
Pang, Zhan
- In:
Computational Management Science : CMS
13
(
2016
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10011669229
Saved in:
10
The natural hedge of a gas-fired power plant
Guo, Xiaojia
;
Beskos, Alexandros
;
Siddiqui, Afzal S.
- In:
Computational Management Science : CMS
13
(
2016
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10011669234
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