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Multi-horizon stochastic programming
Kaut, Michal; Midthun, Kjetil T.; Werner, Adrian S.; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 179-193
Persistent link: https://www.econbiz.de/10010251203
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A multistage irrigation water allocation model for agricultural land-use planning under uncertainty
Dai, Z.Y.; Li, Y.P. - In: Agricultural Water Management 129 (2013) C, pp. 69-79
requirement and decreased resources accessibility. A multistage irrigation water allocation (MIWA) model is developed for … incorporating interval parameters within a multistage stochastic programming (MSP) framework, such that uncertainties expressed as … consequences when the pre-regulated crop targets are violated over a multistage context. The MIWA model is then applied to a real …
Persistent link: https://www.econbiz.de/10010702916
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Adaptive discretization of convex multistage stochastic programs
Vigerske, Stefan; Nowak, Ivo - In: Computational Statistics 65 (2007) 2, pp. 361-383
We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction …
Persistent link: https://www.econbiz.de/10010847704
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Adaptive discretization of convex multistage stochastic programs
Vigerske, Stefan; Nowak, Ivo - In: Mathematical Methods of Operations Research 65 (2007) 2, pp. 361-383
We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction …
Persistent link: https://www.econbiz.de/10010950121
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Scenario tree reduction for multistage stochastic programs
Heitsch, Holger; Römisch, Werner - In: Computational Management Science 6 (2009) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10005147284
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Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
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Stochastic dual dynamic programming with stagewise-dependent objective uncertainty
Downward, Anthony; Dowson, Oscar; Baucke, Regan - In: Operations research letters 48 (2020) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10012169591
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Partially observable multistage stochastic programming
Dowson, Oscar; Morton, David P.; Pagnoncelli, Bernardo K. - In: Operations research letters 48 (2020) 4, pp. 505-512
Persistent link: https://www.econbiz.de/10012294817
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Implications of capacity expansion under uncertainty and value of information: The near-term energy planning of Japan
Krukanont, Pongsak; Tezuka, Tetsuo - In: Energy 32 (2007) 10, pp. 1809-1824
In this paper, we present the near-term analysis of capacity expansion under various uncertainties from the viewpoints of the decision-making process on the optimal allocation of investment and the value of information. An optimization model based on two-stage stochastic programming was...
Persistent link: https://www.econbiz.de/10010810785
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Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty
Nie, S.; Li, Y. P.; Liu, J.; Huang, Charley Z. - In: Energy economics 61 (2017), pp. 313-329
Persistent link: https://www.econbiz.de/10011737833