The value of rolling-horizon policies for risk-averse hydro-thermal planning
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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.
- 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.
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- 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.
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KeywordsStochastic programming; Chance constraints; Interstage dependence; Rolling horizon; Hydro-thermal planning;
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