IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v31y1983i3p407-431.html
   My bibliography  Save this article

Model Building Techniques for the Correction of End Effects in Multistage Convex Programs

Author

Listed:
  • Richard C. Grinold

    (University of California, Berkeley, California)

Abstract

This paper considers model building procedures that can be used to reduce end effects in multistage planning models. In particular, it emphasizes some problems that are peculiar to energy planning applications. The paper presents and compares four methods for mitigating end effects. It concludes that one of these four methods, the dual equilibrium procedure, is best. The major drawback of the dual equilibrium procedure is its lack of simplicity. If it is to be widely used, then it must be widely understood.

Suggested Citation

  • Richard C. Grinold, 1983. "Model Building Techniques for the Correction of End Effects in Multistage Convex Programs," Operations Research, INFORMS, vol. 31(3), pages 407-431, June.
    • Handle: RePEc:inm:oropre:v:31:y:1983:i:3:p:407-431
    DOI: 10.1287/opre.31.3.407
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.31.3.407
    Download Restriction: no
    File URL: https://libkey.io/10.1287/opre.31.3.407?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bojovic, Nebojsa J., 2002. "A general system theory approach to rail freight car fleet sizing," European Journal of Operational Research, Elsevier, vol. 136(1), pages 136-172, January.
    2. Marshall Fisher & Kamalini Ramdas & Yu-Sheng Zheng, 2001. "Ending Inventory Valuation in Multiperiod Production Scheduling," Management Science, INFORMS, vol. 47(5), pages 679-692, May.
    3. David R. Cariño & David H. Myers & William T. Ziemba, 1998. "Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model," Operations Research, INFORMS, vol. 46(4), pages 450-462, August.
    4. Hartmut Stadtler, 2000. "Improved Rolling Schedules for the Dynamic Single-Level Lot-Sizing Problem," Management Science, INFORMS, vol. 46(2), pages 318-326, February.
    5. Birge, John R. & Rosa, Charles H., 1995. "Modeling investment uncertainty in the costs of global CO2 emission policy," European Journal of Operational Research, Elsevier, vol. 83(3), pages 466-488, June.
    6. C.H. Rosa, 1994. "Pathways of Economic Development in an Uncertain Environment: A Finite Scenario Approach to the U.S. Region Under Carbon Emission Restrictions," Working Papers wp94041, International Institute for Applied Systems Analysis.
    7. Changjun Wang & Shutong Chen, 2019. "Planning of Cascade Hydropower Stations with the Consideration of Long-Term Operations under Uncertainties," Complexity, Hindawi, vol. 2019, pages 1-23, November.
    8. P. H. Thangata & P. E. Hildebrand & F. Kwesiga, 2007. "Predicted impact of HIV|AIDS on improved fallow adoption and rural household food security in Malawi," Sustainable Development, John Wiley & Sons, Ltd., vol. 15(4), pages 205-215.
    9. Seeliger, Andreas, 2023. "Modelling Natural Gas Markets: Could We Learn from our Mistakes in the Past? - A Reality Check for MAGELAN," EconStor Preprints 276957, ZBW - Leibniz Information Centre for Economics.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:31:y:1983:i:3:p:407-431. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.