Models and algorithms for risk neutral and risk averse power optimization under uncertainty are presented. The approach differs from previous ones by incorporating the transmission network explicitly. Copyright Springer-Verlag 2009

Models and algorithms for risk neutral and risk averse power optimization under uncertainty are presented. The approach differs from previous ones by incorporating the transmission network explicitly. Copyright Springer-Verlag 2009

Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original...

Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original...

In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Grabner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the...