Decision rule approximations for the risk averse reservoir management problem
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DOI: 10.1016/j.ejor.2017.01.044
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Cited by:
- Feng, Wei & Feng, Yiping & Zhang, Qi, 2021. "Multistage robust mixed-integer optimization under endogenous uncertainty," European Journal of Operational Research, Elsevier, vol. 294(2), pages 460-475.
- Rahal, Said & Papageorgiou, Dimitri J. & Li, Zukui, 2021. "Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1014-1030.
- Gauvin, Charles & Delage, Erick & Gendreau, Michel, 2018. "A stochastic program with time series and affine decision rules for the reservoir management problem," European Journal of Operational Research, Elsevier, vol. 267(2), pages 716-732.
- Felipe Nazare & Alexandre Street, 2021. "Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning," Papers 2110.03146, arXiv.org, revised Jan 2023.
- Amir Ardestani-Jaafari & Erick Delage, 2021. "Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1138-1161, July.
- Rodríguez, Jesús A. & Anjos, Miguel F. & Côté, Pascal & Desaulniers, Guy, 2021. "Accelerating Benders decomposition for short-term hydropower maintenance scheduling," European Journal of Operational Research, Elsevier, vol. 289(1), pages 240-253.
- Charles Gauvin & Erick Delage & Michel Gendreau, 2018. "A successive linear programming algorithm with non-linear time series for the reservoir management problem," Computational Management Science, Springer, vol. 15(1), pages 55-86, January.
- Nazare, Felipe & Street, Alexandre, 2023. "Solving multistage stochastic linear programming via regularized linear decision rules: An application to hydrothermal dispatch planning," European Journal of Operational Research, Elsevier, vol. 309(1), pages 345-358.
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Keywords
Stochastic programming; Robust optimization; Risk analysis; OR in energy;All these keywords.
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