The value of rolling-horizon policies for risk-averse hydro-thermal planning
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DOI: 10.1016/j.ejor.2011.08.017
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- Bertazzi, Luca & Maggioni, Francesca, 2018. "A stochastic multi-stage fixed charge transportation problem: Worst-case analysis of the rolling horizon approach," European Journal of Operational Research, Elsevier, vol. 267(2), pages 555-569.
- V. Guigues & C. Sagastizábal & J. P. Zubelli, 2014. "Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options," Journal of Optimization Theory and Applications, Springer, vol. 161(1), pages 179-198, April.
- Taheri, Seyed Danial Mohseni & Nadarajah, Selvaprabu & Trivella, Alessio, 2025. "Physical vs Virtual corporate power purchase agreements: Meeting renewable targets amid demand and price uncertainty," European Journal of Operational Research, Elsevier, vol. 320(1), pages 256-270.
- Gatzert, Nadine & Martin, Alexander & Schmidt, Martin & Seith, Benjamin & Vogl, Nikolai, 2021. "Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed-integer multistage stochastic model and a moving-horizon approach," European Journal of Operational Research, Elsevier, vol. 290(2), pages 734-748.
- Vincent Guigues, 2014. "SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning," Computational Optimization and Applications, Springer, vol. 57(1), pages 167-203, January.
- Thomas Kallabis, "undated". "Rolling-horizon optimization as a speed-up method - assessment using the electricity system model JMM," EWL Working Papers 2006, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
- Zhong, Zhiming & Fan, Neng & Wu, Lei, 2024. "Multistage Stochastic optimization for mid-term integrated generation and maintenance scheduling of cascaded hydroelectric system with renewable energy uncertainty," European Journal of Operational Research, Elsevier, vol. 318(1), pages 179-199.
- Chaves, Caio Nogueira & da Silva, Tiago Forti & Gaspar, João Paulo Manarelli & Martins, André Christóvão Pio & Soler, Edilaine Martins & Balbo, Antonio Roberto & Nepomuceno, Leonardo, 2025. "Adaptive stochastic approach for solving long-term hydrothermal scheduling problems," Applied Energy, Elsevier, vol. 378(PA).
- Hohmann, Marc & Warrington, Joseph & Lygeros, John, 2020. "A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems," European Journal of Operational Research, Elsevier, vol. 283(1), pages 16-32.
- Reus, Lorenzo & Pagnoncelli, Bernardo & Armstrong, Margaret, 2019. "Better management of production incidents in mining using multistage stochastic optimization," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
- Frans J. C. T. Ruiter & Aharon Ben-Tal & Ruud C. M. Brekelmans & Dick Hertog, 2017.
"Robust optimization of uncertain multistage inventory systems with inexact data in decision rules,"
Computational Management Science, Springer, vol. 14(1), pages 45-66, January.
- de Ruiter, Frans & Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick, 2016. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Other publications TiSEM fc2ce516-9c34-4389-830f-f, Tilburg University, School of Economics and Management.
- Periçaro, Gislaine A. & Karas, Elizabeth W. & Gonzaga, Clóvis C. & Marcílio, Débora C. & Oening, Ana Paula & Matioli, Luiz Carlos & Detzel, Daniel H.M. & de Geus, Klaus & Bessa, Marcelo R., 2020. "Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems," Applied Mathematics and Computation, Elsevier, vol. 387(C).
- Jiang, Ruiwei & Zhang, Muhong & Li, Guang & Guan, Yongpei, 2014. "Two-stage network constrained robust unit commitment problem," European Journal of Operational Research, Elsevier, vol. 234(3), pages 751-762.
- W. Ackooij & X. Warin, 2020. "On conditional cuts for stochastic dual dynamic programming," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 8(2), pages 173-199, June.
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