[LIBRO][B] Multistage stochastic optimization
The topic of this book is multistage stochastic optimization. Multistage reflects the fact that an
optimal decision is an entire strategy or policy, which is executed during subsequent instants …
optimal decision is an entire strategy or policy, which is executed during subsequent instants …
Medium-term multi-stage distributionally robust scheduling of hydro–wind–solar complementary systems in electricity markets considering multiple time-scale …
Z Li, P Yang, Y Guo, G Lu - Applied Energy, 2023 - Elsevier
Joint trading of hydro–wind–solar complementary systems (HWSCSs) in the electricity
market (EM) helps to reduce the imbalance cost and increase profits. However, multiple …
market (EM) helps to reduce the imbalance cost and increase profits. However, multiple …
On dealing with strategic and tactical decision levels in forestry planning under uncertainty
A new scheme for dealing with the uncertainty in the scenario trees is considered in the
presence of strategic and tactical stochastic parameters for a dynamic mixed 0–1 …
presence of strategic and tactical stochastic parameters for a dynamic mixed 0–1 …
On risk management of multistage multiscale FLP under uncertainty
A tight mixed integer linear programming modeling framework is presented for the
multistage multiscale facility location multiproduct allocation network expansion planning …
multistage multiscale facility location multiproduct allocation network expansion planning …
[HTML][HTML] On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
A novel approach based on a specialized interior-point method (IPM) is presented for
solving large-scale stochastic multistage continuous optimization problems, which represent …
solving large-scale stochastic multistage continuous optimization problems, which represent …
On strategic multistage operational two-stage stochastic 0–1 optimization for the rapid transit network design problem
Abstract The Rapid Transit Network Design planning problem along a time horizon is treated
by considering uncertainty in passenger demand, strategic costs and network disruption …
by considering uncertainty in passenger demand, strategic costs and network disruption …
On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
A new scheme for dealing with uncertainty in scenario trees is presented for dynamic mixed
0–1 optimization problems with strategic and operational stochastic parameters. Let us …
0–1 optimization problems with strategic and operational stochastic parameters. Let us …
Bounds in multi-horizon stochastic programs
In this paper, we present bounds for multi-horizon stochastic optimization problems, a class
of problems introduced in Kaut et al.(Comput Manag Sci 11: 179–193, 2014) relevant in …
of problems introduced in Kaut et al.(Comput Manag Sci 11: 179–193, 2014) relevant in …
A dual-level stochastic fleet size and mix problem for offshore wind farm maintenance operations
M Stålhane, KH Bolstad, M Joshi… - … Information Systems and …, 2021 - Taylor & Francis
This paper studies the strategic problem of finding a cost optimal fleet of vessels to support
maintenance operations at offshore wind farms. A dual-level stochastic model is formulated …
maintenance operations at offshore wind farms. A dual-level stochastic model is formulated …
On the number of stages in multistage stochastic programs
Multistage stochastic programs serve to make sequential decisions conditional on a gradual
realization of some stochastic process. The progressive arrival of new information divides a …
realization of some stochastic process. The progressive arrival of new information divides a …