Search Results - subject:"Dual dynamic programming"

Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling

Lohmann, Timo; Hering, Amanda S.; Rebennack, Steffen - In: European journal of operational research : EJOR 255 (2016) 1, pp. 243-258

Persistent link: https://www.econbiz.de/10011530864

Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market

Matos, Vitor L. de; Sierra, Mauro A. G.; Finardi, Erlon C. - In: Computational Management Science : CMS 12 (2015) 1, pp. 111-127

Persistent link: https://www.econbiz.de/10010481777

On the convergence of decomposition methods for multistage stochastic convex programs

Girardeau, P.; Leclere, V.; Philpott, A. B. - In: Mathematics of operations research 40 (2015) 1, pp. 130-145

Persistent link: https://www.econbiz.de/10010497627

Structure of risk-averse multistage stochastic programs

Dupačová, Jitka; Kozmík, Václav - In: OR spectrum : quantitative approaches in management 37 (2015) 3, pp. 559-582

Persistent link: https://www.econbiz.de/10011296750

Stochastic inflow modeling for hydropower scheduling problems

Pritchard, Geoffrey - In: European journal of operational research : EJOR 246 (2015) 2, pp. 496-504

Persistent link: https://www.econbiz.de/10011338122

On variance reduction of mean-CVaR Monte Carlo estimators

Kozmík, Václav - In: Computational Management Science : CMS 12 (2015) 2, pp. 221-242

Persistent link: https://www.econbiz.de/10010513412

Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market

Matos, Vitor; Sierra, Mauro; Finardi, Erlon; Decker, Brigida - In: Computational Management Science 12 (2015) 1, pp. 111-127

with sampling strategies are necessary to identify a good solution. Therefore, we apply the Stochastic Dual Dynamic … Programming algorithm. A case example is presented to analyse certain results of the model, which considers a generator company …

Persistent link: https://www.econbiz.de/10011151410

On variance reduction of mean-CVaR Monte Carlo estimators

Kozmík, Václav - In: Computational Management Science 12 (2015) 2, pp. 221-242

. Our results are applied in the framework of stochastic dual dynamic programming algorithm. Computational results which …

Persistent link: https://www.econbiz.de/10011241047

Estimating the cost savings and avoided CO2 emissions in Brazil by implementing energy efficient policies

Calili, Rodrigo F.; Souza, Reinaldo C.; Galli, Alain; … - In: Energy Policy 67 (2014) C, pp. 4-15

Investing more in renewable energy sources and using this in a rational and efficient way is vital for the sustainable growth of world. Energy efficiency (EE) will play an increasingly important role in future generations. The aim of this work is to estimate how much the PNEf (National Plan for...

Persistent link: https://www.econbiz.de/10010743913

Risk neutral and risk averse Stochastic Dual Dynamic Programming method

Shapiro, Alexander; Tekaya, Wajdi; Costa, Joari Paulo da; … - In: European Journal of Operational Research 224 (2013) 2, pp. 375-391

based on the Stochastic Dual Dynamic Programming (SDDP) method. We give a general description of the algorithm and present …

Persistent link: https://www.econbiz.de/10010588361