Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
Year of publication: |
July 2016
|
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Authors: | Tong, X.J. ; Xu, H. ; Wu, F. F. ; Zhao, Z. |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 13.2016, 3, p. 393-422
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Subject: | Stochastic programming | Economic dispatch | Conditional value-at-risk | Sample average approximation | Level function method | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikomaß | Risk measure |
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