Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling
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References listed on IDEAS
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- van Ackooij, Wim & De Boeck, Jérôme & Detienne, Boris & Pan, Stefania & Poss, Michael, 2018. "Optimizing power generation in the presence of micro-grids," European Journal of Operational Research, Elsevier, vol. 271(2), pages 450-461.
- 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.
- Andre Luiz Diniz & Maria Elvira P. Maceira & Cesar Luis V. Vasconcellos & Debora Dias J. Penna, 2020. "A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning," Annals of Operations Research, Springer, vol. 292(2), pages 649-681, September.
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KeywordsHydrothermal scheduling; Stochastic programming; Stochastic dual dynamic programming;
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