Multi-stage stochastic optimization applied to energy planning

M. V. F. Pereira; L. M. V. G. Pinto

doi:10.1007/bf01582895

journal article May 01, 1991

Multi-stage stochastic optimization applied to energy planning

M. V. F. Pereira L. M. V. G. Pinto

Mathematical Programming Vol. 52 No. 1-3 pp. 359-375 · Springer Science and Business Media LLC

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References

6

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J.F. Benders, “Partitioning procedures for solving mixed variables programming problems,”Numerische Mathematik 4 (1962) 238–252. 10.1007/bf01386316

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J.R. Birge, “Solution methods for stochastic dynamic linear programs,” Report 80/29, Systems Optimization Laboratory, Department of Operations Research, Stanford University (Stanford, CA, 1980).

[3]

S. Gal, “Parameter iteration dynamic programming”,Management Science (1989). 10.1287/mnsc.35.6.675

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J.L. Kennington and R.V. Helgason,Algorithms for Network Programming (Wiley, New York, 1984).

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M.V.F. Pereira and L.M.V.G. Pinto, “Stochastic optimization of a multireservoir hydroelectric system—a decomposition approach”,Water Resources Research 21(6) (1985). 10.1029/wr021i006p00779

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R. J.-B. Wets, “Large scale linear programming techniques,” in: Y. Ermoliev and R. Wets, eds.,Numerical Methods for Stochastic Optimization (Springer, Berlin, 1988) Chapter 3.

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Details

Published: May 01, 1991
Vol/Issue: 52(1-3)
Pages: 359-375
License: View

Authors

Cite This Article

M. V. F. Pereira, L. M. V. G. Pinto (1991). Multi-stage stochastic optimization applied to energy planning. Mathematical Programming, 52(1-3), 359-375. https://doi.org/10.1007/bf01582895

Multi-stage stochastic optimization applied to energy planning

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