Distributionally robust multistage dispatch with discrete recourse of energy storage systems

X Zheng, ME Khodayar, J Wang… - IEEE Transactions on …, 2024‏ - ieeexplore.ieee.org
Energy storage systems (ESS) are indispensable building blocks of power systems with a
high share of variable renewable energy. As energy-limited resources, ESS should be …

Chapter viii stochastic programming

RJB Wets - Handbooks in operations research and management …, 1989‏ - Elsevier
Publisher Summary This chapter focuses on stochastic programming. The stochastic
programming model can be viewed as an extension of the linear and nonlinear …

[کتاب][B] Variational analysis

RT Rockafellar, RJB Wets - 2009‏ - books.google.com
From its origins in the minimization of integral functionals, the notion of'variations' has
evolved greatly in connection with applications in optimization, equilibrium, and control. It …

[کتاب][B] Multistage stochastic optimization

GC Pflug, A Pichler - 2014‏ - Springer
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 …

[کتاب][B] Stochastic linear programming

P Kall, J Mayer - 1976‏ - Springer
The beginning of stochastic programming, and in particular stochastic linear programming
(SLP), dates back to the 50's and early 60's of the last century. Pioneers wheat that time …

Integral functionals, normal integrands and measurable selections

RT Rockafellar - Nonlinear Operators and the Calculus of Variations …, 2006‏ - Springer
If (x)=~ f (s, x (s)) p (ds), x EX, where X is a linear space of measurable functions defined on
a measure space(S, A,~) and having values in a linear space E. The function f: S x E § R is …

Information relaxations and duality in stochastic dynamic programs: A review and tutorial

DB Brown, JE Smith - Foundations and Trends® in …, 2022‏ - nowpublishers.com
In this monograph, we provide an overview of the information relaxation approach for
calculating performance bounds in stochastic dynamic programs (DPs). The technique …

[کتاب][B] Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

JR Birge, RJB Wets - 1986‏ - Springer
Various approximation schemes for stochastic optimization problems involving either
approximates of the probability measures and/or approximates of the objective functional …

Stochastic variational inequalities: single-stage to multistage

RT Rockafellar, RJB Wets - Mathematical Programming, 2017‏ - Springer
Variational inequality modeling, analysis and computations are important for many
applications, but much of the subject has been developed in a deterministic setting with no …

Stability of multistage stochastic programs

H Heitsch, W Römisch, C Strugarek - SIAM Journal on Optimization, 2006‏ - SIAM
Quantitative stability of linear multistage stochastic programs is studied. It is shown that the
infima of such programs behave (locally) Lipschitz continuous with respect to the sum of an …