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Clustering algorithms for scenario tree generation: Application to natural hydro inflows

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  • Latorre, Jesus M
  • Cerisola, Santiago
  • Ramos, Andres

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  • Latorre, Jesus M & Cerisola, Santiago & Ramos, Andres, 2007. "Clustering algorithms for scenario tree generation: Application to natural hydro inflows," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1339-1353, September.
    • Handle: RePEc:eee:ejores:v:181:y:2007:i:3:p:1339-1353
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    References listed on IDEAS

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    1. Kjetil Høyland & Stein W. Wallace, 2001. "Generating Scenario Trees for Multistage Decision Problems," Management Science, INFORMS, vol. 47(2), pages 295-307, February.
    2. Jitka Dupačová & Giorgio Consigli & Stein Wallace, 2000. "Scenarios for Multistage Stochastic Programs," Annals of Operations Research, Springer, vol. 100(1), pages 25-53, December.
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    Cited by:

    1. Wong, Man Hong, 2013. "Investment models based on clustered scenario trees," European Journal of Operational Research, Elsevier, vol. 227(2), pages 314-324.
    2. Cerisola, Santiago & Latorre, Jesus M. & Ramos, Andres, 2012. "Stochastic dual dynamic programming applied to nonconvex hydrothermal models," European Journal of Operational Research, Elsevier, vol. 218(3), pages 687-697.
    3. Duenas, Pablo & Ramos, Andres & Tapia-Ahumada, Karen & Olmos, Luis & Rivier, Michel & Pérez-Arriaga, Jose-Ignacio, 2018. "Security of supply in a carbon-free electric power system: The case of Iceland," Applied Energy, Elsevier, vol. 212(C), pages 443-454.
    4. Yankai Cao & Carl D. Laird & Victor M. Zavala, 2016. "Clustering-based preconditioning for stochastic programs," Computational Optimization and Applications, Springer, vol. 64(2), pages 379-406, June.
    5. Anthony Papavasiliou & Shmuel S. Oren, 2013. "Multiarea Stochastic Unit Commitment for High Wind Penetration in a Transmission Constrained Network," Operations Research, INFORMS, vol. 61(3), pages 578-592, June.
    6. Maria Vespucci & Francesca Maggioni & Maria Bertocchi & Mario Innorta, 2012. "A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants," Annals of Operations Research, Springer, vol. 193(1), pages 91-105, March.
    7. Tejada-Arango, Diego A. & Wogrin, Sonja & Siddiqui, Afzal S. & Centeno, Efraim, 2019. "Opportunity cost including short-term energy storage in hydrothermal dispatch models using a linked representative periods approach," Energy, Elsevier, vol. 188(C).

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