Data-driven multistage distribuionally robust programming to hydrothermal economic dispatch with renewable energy sources
The multistage solution is very important to achieve optimal hydrothermal economic dispatch
considering the uncertainty of renewable energy sources. In data-driven settings, only some …
considering the uncertainty of renewable energy sources. In data-driven settings, only some …
Effective scenarios in multistage distributionally robust optimization with a focus on total variation distance
We study multistage distributionally robust optimization (DRO) to hedge against ambiguity in
quantifying the underlying uncertainty of a problem. Recognizing that not all the realizations …
quantifying the underlying uncertainty of a problem. Recognizing that not all the realizations …
Multistage Robust Average Randomized Spectral Risk Optimization
Q Wu, H Xu, H Zheng - arXiv preprint arXiv:2409.00892, 2024 - arxiv.org
In this paper, we revisit the multistage spectral risk minimization models proposed by
Philpott et al.~\cite {PdF13} and Guigues and R\" omisch\cite {GuR12} but with some new …
Philpott et al.~\cite {PdF13} and Guigues and R\" omisch\cite {GuR12} but with some new …
Long-term Hydrothermal Bid-based Market Simulator
Simulating long-term hydrothermal bid-based markets considering strategic agents is a
challenging task. The representation of strategic agents considering inter-temporal …
challenging task. The representation of strategic agents considering inter-temporal …
[PDF][PDF] Data-Driven Stochastic Dual Dynamic Programming: Performance Guarantees and Regularization Schemes
H Park, Z Jia, GA Hanasusanto - Available at Optimization …, 2022 - optimization-online.org
We propose a data-driven scheme for multistage stochastic linear programming with
Markovian random parameters by extending the stochastic dual dynamic programming …
Markovian random parameters by extending the stochastic dual dynamic programming …
Rolling horizon policies in multistage stochastic programming
Multistage Stochastic Programming (MSP) is a class of models for sequential decision-
making under uncertainty. MSP problems are known for their computational intractability due …
making under uncertainty. MSP problems are known for their computational intractability due …
On the Applications of Stochastic Dual Dynamic Programming
BK SERANILLA - 2023 - orbilu.uni.lu
Multistage stochastic programming (MSP) problems belong to a class of problems that
involve a sequence of decisions made over multiple time stages under uncertainty. Many …
involve a sequence of decisions made over multiple time stages under uncertainty. Many …
Multistage Stochastic Programming: Algorithms, Modelling and Applications
M Siddig - 2021 - search.proquest.com
Multistage Stochastic Programming: Algorithms, Modelling and Applications Page 1 Multistage
Stochastic Programming: Algorithms, Modelling and Applications A Dissertation Presented to …
Stochastic Programming: Algorithms, Modelling and Applications A Dissertation Presented to …