Cluster Lagrangean decomposition in multistage stochastic optimization

Computers & Operations Research ◽

10.1016/j.cor.2015.09.005 ◽

2016 ◽

Vol 67 ◽

pp. 48-62 ◽

Cited By ~ 22

Author(s):

Laureano F. Escudero ◽

María Araceli Garín ◽

Aitziber Unzueta

Keyword(s):

Stochastic Optimization ◽

Lagrangean Decomposition ◽

Multistage Stochastic Optimization

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Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization

Computers & Operations Research ◽

10.1016/j.cor.2017.04.007 ◽

2017 ◽

Vol 85 ◽

pp. 154-171 ◽

Cited By ~ 12

Author(s):

Laureano F. Escudero ◽

María Araceli Garín ◽

Aitziber Unzueta

Keyword(s):

Stochastic Optimization ◽

Risk Averse ◽

Lagrangean Decomposition ◽

Multistage Stochastic Optimization ◽

Scenario Cluster

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Comparing an expected value with a multistage stochastic optimization approach for the case of wine grape harvesting operations with quality degradation

International Transactions in Operational Research ◽

10.1111/itor.12982 ◽

2021 ◽

Author(s):

Elbio L. Avanzini ◽

Alejandro F. Mac Cawley ◽

Jorge R. Vera ◽

Sergio Maturana

Keyword(s):

Stochastic Optimization ◽

Expected Value ◽

Optimization Approach ◽

Wine Grape ◽

Quality Degradation ◽

Multistage Stochastic Optimization

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Approximation to Multistage Stochastic Optimization in Multiperiod Batch Plant Scheduling under Demand Uncertainty

Industrial & Engineering Chemistry Research ◽

10.1021/ie030308+ ◽

2004 ◽

Vol 43 (14) ◽

pp. 3695-3713 ◽

Cited By ~ 81

Author(s):

J. Balasubramanian ◽

I. E. Grossmann

Keyword(s):

Stochastic Optimization ◽

Demand Uncertainty ◽

Multistage Stochastic Optimization ◽

Batch Plant

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Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems

Journal of Optimization Theory and Applications ◽

10.1007/s10957-020-01733-7 ◽

2020 ◽

Vol 186 (3) ◽

pp. 985-1005

Author(s):

Pierre Carpentier ◽

Jean-Philippe Chancelier ◽

Michel De Lara ◽

François Pacaud

Keyword(s):

Stochastic Optimization ◽

Large Scale ◽

Optimization Problems ◽

Multistage Stochastic Optimization

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A Distance For Multistage Stochastic Optimization Models

SIAM Journal on Optimization ◽

10.1137/110825054 ◽

2012 ◽

Vol 22 (1) ◽

pp. 1-23 ◽

Cited By ~ 42

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

Keyword(s):

Stochastic Optimization ◽

Optimization Models ◽

Multistage Stochastic Optimization

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Combining Stochastic Programming and Optimal Control to Solve Multistage Stochastic Optimization Problems

SSRN Electronic Journal ◽

10.2139/ssrn.1972935 ◽

2011 ◽

Cited By ~ 2

Author(s):

Diana Barro ◽

Elio Canestrelli

Keyword(s):

Optimal Control ◽

Stochastic Programming ◽

Stochastic Optimization ◽

Optimization Problems ◽

Multistage Stochastic Optimization

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A Multistage Stochastic Optimization Model for the Cash Management Problem

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_4 ◽

2002 ◽

pp. 49-75 ◽

Cited By ~ 1

Author(s):

Olivier Schmid

Keyword(s):

Stochastic Optimization ◽

Optimization Model ◽

Management Problem ◽

Cash Management ◽

Multistage Stochastic Optimization

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Comparison Between Multistage Stochastic Optimization Programming and Monte Carlo Simulations for the Operation of Local Energy Systems

2018 IEEE International Conference on Environment and Electrical Engineering and 2018 IEEE Industrial and Commercial Power Systems Europe (EEEIC / I&CPS Europe) ◽

10.1109/eeeic.2018.8494563 ◽

2018 ◽

Cited By ~ 3

Author(s):

C. Orozco ◽

A. Borghetti ◽

S. Lilla ◽

G. Pulazza ◽

F. Tossani

Keyword(s):

Monte Carlo ◽

Stochastic Optimization ◽

Monte Carlo Simulations ◽

Energy Systems ◽

Local Energy ◽

Multistage Stochastic Optimization ◽

Optimization Programming

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Demand Side Management and the Participation in Consecutive Energy Markets - A Multistage Stochastic Optimization Approach

2018 15th International Conference on the European Energy Market (EEM) ◽

10.1109/eem.2018.8469912 ◽

2018 ◽

Author(s):

Markus Bohlayer ◽

Markus Fleschutz ◽

Marco Braun ◽

Gregor Zottl

Keyword(s):

Stochastic Optimization ◽

Demand Side Management ◽

Energy Markets ◽

Optimization Approach ◽

Demand Side ◽

Multistage Stochastic Optimization

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Long-term renewable electricity planning using a multistage stochastic optimization with nested decomposition

Computers & Industrial Engineering ◽

10.1016/j.cie.2021.107636 ◽

2021 ◽

Vol 161 ◽

pp. 107636

Author(s):

Shujin Hou ◽

Ying Fan ◽

Bo-Wen Yi

Keyword(s):

Stochastic Optimization ◽

Renewable Electricity ◽

Electricity Planning ◽

Multistage Stochastic Optimization

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