Tutorial on Stochastic Optimization in Energy—Part I: Modeling and Policies
暂无分享,去创建一个
[1] Dimitris Bertsimas,et al. Tractable stochastic analysis in high dimensions via robust optimization , 2012, Math. Program..
[2] Peter Kall,et al. Stochastic Programming , 1995 .
[3] R. Bellman. Dynamic programming. , 1957, Science.
[4] Michael C. Fu,et al. Optimization for Simulation: Theory vs. Practice , 2002 .
[5] John N. Tsitsiklis,et al. Neuro-Dynamic Programming , 1996, Encyclopedia of Machine Learning.
[6] Boaz Golany,et al. Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach , 2005, Manuf. Serv. Oper. Manag..
[7] N.P. Padhy,et al. Unit commitment-a bibliographical survey , 2004, IEEE Transactions on Power Systems.
[8] Dimitri P. Bertsekas,et al. Dynamic Programming and Optimal Control, Vol. II , 1976 .
[9] Jery R. Stedinger,et al. SOCRATES: A system for scheduling hydroelectric generation under uncertainty , 1995, Ann. Oper. Res..
[10] Xu Andy Sun,et al. Adaptive Robust Optimization for the Security Constrained Unit Commitment Problem , 2013, IEEE Transactions on Power Systems.
[11] John R. Birge,et al. Introduction to Stochastic Programming , 1997 .
[12] Michael C. Fu,et al. Feature Article: Optimization for simulation: Theory vs. Practice , 2002, INFORMS J. Comput..
[13] David Q. Mayne,et al. Constrained model predictive control: Stability and optimality , 2000, Autom..
[14] Warren B. Powell,et al. A comparison of approximate dynamic programming techniques on benchmark energy storage problems: Does anything work? , 2014, 2014 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning (ADPRL).
[15] Dimitri P. Bertsekas,et al. Stochastic optimal control : the discrete time case , 2007 .
[16] Csaba Szepesvári,et al. Algorithms for Reinforcement Learning , 2010, Synthesis Lectures on Artificial Intelligence and Machine Learning.
[17] Frank L. Lewis,et al. Optimal Control: Lewis/Optimal Control 3e , 2012 .
[18] James C. Spall,et al. Introduction to stochastic search and optimization - estimation, simulation, and control , 2003, Wiley-Interscience series in discrete mathematics and optimization.
[19] Warren B. Powell,et al. Approximate Dynamic Programming - Solving the Curses of Dimensionality , 2007 .
[20] Warren B. Powell,et al. Handbook of Learning and Approximate Dynamic Programming , 2006, IEEE Transactions on Automatic Control.
[21] Robert F. Stengel,et al. Optimal Control and Estimation , 1994 .
[22] Donald E. Kirk,et al. Optimal control theory : an introduction , 1970 .
[23] John R. Birge,et al. A stochastic model for the unit commitment problem , 1996 .
[24] Andrzej Ruszczynski,et al. Risk-averse dynamic programming for Markov decision processes , 2010, Math. Program..
[25] R. Stengel. Stochastic Optimal Control: Theory and Application , 1986 .
[26] John R. Birge,et al. Introduction to Stochastic programming (2nd edition), Springer verlag, New York , 2011 .
[27] Simon Haykin,et al. Neural Networks: A Comprehensive Foundation , 1998 .
[28] Alexander Shapiro,et al. Lectures on Stochastic Programming: Modeling and Theory , 2009 .
[29] David L. Woodruff,et al. Toward scalable, parallel progressive hedging for stochastic unit commitment , 2013, 2013 IEEE Power & Energy Society General Meeting.
[30] M. V. F. Pereira,et al. Multi-stage stochastic optimization applied to energy planning , 1991, Math. Program..
[31] Nicola Secomandi,et al. An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation , 2010, Oper. Res..
[32] Dimitri P. Bertsekas,et al. Dynamic Programming and Optimal Control, Two Volume Set , 1995 .
[33] Melvyn Sim,et al. Distributionally Robust Optimization and Its Tractable Approximations , 2010, Oper. Res..
[34] Warren B. Powell,et al. Clearing the Jungle of Stochastic Optimization , 2014 .
[35] Andrew G. Barto,et al. Reinforcement learning , 1998 .
[36] R. Rockafellar,et al. The fundamental risk quadrangle in risk management, optimization and statistical estimation , 2013 .
[37] Warren B. Powell,et al. “Approximate dynamic programming: Solving the curses of dimensionality” by Warren B. Powell , 2007, Wiley Series in Probability and Statistics.
[38] Daniel Kuhn,et al. Distributionally Robust Convex Optimization , 2014, Oper. Res..
[39] Richard S. Sutton,et al. Reinforcement Learning , 1992, Handbook of Machine Learning.
[40] Vincenzo Marano,et al. A stochastic dynamic programming model for co-optimization of distributed energy storage , 2013, Energy Systems.
[41] James C. Spall,et al. Introduction to Stochastic Search and Optimization. Estimation, Simulation, and Control (Spall, J.C. , 2007 .
[42] Eduardo D. Sontag,et al. Mathematical control theory: deterministic finite dimensional systems (2nd ed.) , 1998 .
[43] J. M. Arroyo,et al. Contingency-Constrained Unit Commitment With $n - K$ Security Criterion: A Robust Optimization Approach , 2011, IEEE Transactions on Power Systems.
[44] Alexander Shapiro,et al. Minimax and risk averse multistage stochastic programming , 2012, Eur. J. Oper. Res..
[45] Bernhard Sendhoff,et al. Robust Optimization - A Comprehensive Survey , 2007 .
[46] Eduardo D. Sontag,et al. Mathematical Control Theory: Deterministic Finite Dimensional Systems , 1990 .