Search Results - subject:"Stochastic dual dynamic programming"

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

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

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

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

Stochastic dual dynamic programming applied to nonconvex hydrothermal models

Cerisola, Santiago; Latorre, Jesus M.; Ramos, Andres - In: European Journal of Operational Research 218 (2012) 3, pp. 687-697

In this paper we apply stochastic dual dynamic programming decomposition to a nonconvex multistage stochastic … the stochastic dual dynamic programming algorithm. A realistic large-scale case study is presented. …

Persistent link: https://www.econbiz.de/10010574151