Scenario reduction and scenario tree construction for power management problems
暂无分享,去创建一个
N. Growe-Kuska | H. Heitsch | W. Romisch | W. Römisch | N. Gröwe-Kuska | H. Heitsch | W. Romisch | N. Growe-Kuska
[1] Werner Römisch,et al. Scenario Reduction Algorithms in Stochastic Programming , 2003, Comput. Optim. Appl..
[2] S. Wallace,et al. Stochastic Programming Models in Energy , 2003 .
[3] Suvrajeet Sen,et al. The Scenario Generation Algorithm for Multistage Stochastic Linear Programming , 2005, Math. Oper. Res..
[4] R. Wets,et al. Stochastic programming , 1989 .
[5] M. V. F. Pereira,et al. Multi-stage stochastic optimization applied to energy planning , 1991, Math. Program..
[6] Jim Freeman. Probability Metrics and the Stability of Stochastic Models , 1991 .
[7] Teemu Pennanen,et al. Integration quadratures in discretization of stochastic programs , 2002 .
[8] J. Dupacová,et al. Scenario reduction in stochastic programming: An approach using probability metrics , 2000 .
[9] L. Clewlow,et al. Energy Derivatives: Pricing and Risk Management , 2000 .
[10] Stein W. Wallace,et al. Generating Scenario Trees for Multistage Decision Problems , 2001, Manag. Sci..
[11] Jitka Dupacová,et al. Scenarios for Multistage Stochastic Programs , 2000, Ann. Oper. Res..
[12] Georg Ch. Pflug,et al. Scenario tree generation for multiperiod financial optimization by optimal discretization , 2001, Math. Program..
[13] Claude Lemaréchal,et al. Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using Preconditioners , 2001, Comput. Optim. Appl..
[14] W. Ziemba,et al. Hedging electricity portfolios via stochastic programming , 2002 .
[15] Peter Kall,et al. Stochastic Programming , 1995 .
[16] W. Römisch,et al. Stochastic unit commitment in hydro-thermal power production planning , 2005 .
[17] A. Ruszczynski. Stochastic Programming Models , 2003 .
[18] Samer Takriti,et al. Incorporating Fuel Constraints and Electricity Spot Prices into the Stochastic Unit Commitment Problem , 2000, Oper. Res..
[19] W. Römisch,et al. A Two-Stage Planning Model for Power Scheduling in a Hydro-Thermal System Under Uncertainty , 2002 .
[20] Karl Frauendorfer,et al. Stochastic Multistage Programming in the Operation and Management of a power system , 2000 .
[21] Jitka Dupacová,et al. Scenario reduction in stochastic programming , 2003, Math. Program..
[22] Lihua Yu,et al. Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization , 2002, WSC '02.