Results 81 to 90 of about 153,181 (197)

Parallel Decomposition of Multistage Stochastic Programming Problems [PDF]

, 1988
A new decomposition method for multistage stochastic linear programming problems is proposed by the author. The method combines the ideas of the regularized decomposition method for two-stage programs and dynamic programming.
Ruszczynski, A.
core  

Stochastic Optimization Strategy for Load Management of Industrial Park Under Energy Constraints

Zhongguo dianli
In order to solve the load management problem of industrial park microgrids in the event of energy shortage, this paper proposes a new method for managing user-specific loads. By defining the user-specific load management as a stochastic predictive model
Chuanhong RU, Ji LU, Jian QIN, Junda ZHANG, Junxiao CHANG, Beini JIANG   +5 more
doaj   +1 more source

A Two-Stage Chance-Constraint Stochastic Programming Model for Electricity Supply Chain Network Design

International Journal of Industrial Engineering and Production Research, 2018
Development of every society is incumbent upon energy sector’s technological and economic effectiveness. The electricity industry is a growing and needs to have a better performance to effectively cover the demand. The industry requires a balance between
Fatemeh Bayatloo, Bozorgi-Amiri
doaj  

Planning of Cascade Hydropower Stations with the Consideration of Long-Term Operations under Uncertainties

Complexity, 2019
In the location-related planning of a hydropower system, the consideration of future operations under uncertainties can make the decisions sustainable and robust.
Changjun Wang, Shutong Chen
doaj   +1 more source

Differential Stability of Two-Stage Stochastic Programs

, 2005
Two-stage stochastic programs with random right-hand side are considered. Optimal values and solution sets are regarded as mappings of the expected recourse functions and their perturbations, respectively. Conditions are identified implying that these mappings are directionally differentiable and semidifferentiable on appropriate functional spaces ...
Dentcheva, Darinka, Römisch, Werner
openaire   +1 more source

Budgetary policies and available actions: a generalisation of decision rules for allocation and research decisions [PDF]

The allocation problem in health care can be characterised as a mathematical programming problem but attempts to incorporate uncertainty in costs and effect have suffered from important limitations.
Claire McKenna, David Epstein, Karl Claxton, Zaid Chalabi   +3 more
core  

Accuracy of Numerical Solution to Dynamic Programming Models [PDF]

Dynamic programming models with continuous state and control variables are solved approximately using numerical methods in most applications. We develop a method for measuring the accuracy of numerical solution of stochastic dynamic programming models ...
King, Robert P., Lohano, Heman D.
core   +1 more source

Multistage Stochastic Portfolio Optimisation in Deregulated Electricity Markets Using Linear Decision Rules [PDF]

The deregulation of electricity markets increases the financial risk faced by retailers who procure electric energy on the spot market to meet their customers’ electricity demand.
Daniel Kuhn, Paula Rocha
core  

A Multiperiod OPF Model Under Renewable Generation Uncertainty and Demand Side Flexibility

, 2014
Renewable energy sources such as wind and solar have received much attention in recent years and large amount of renewable generation is being integrated to the electricity networks.
Bukhsh, W. A., Pinson, P., Zhang, C.
core   +1 more source

Two-stage Stochastic Programing Based on the Accelerated Benders Decomposition for Designing Power Network Design under Uncertainty

International Journal of Industrial Engineering and Production Research, 2017
In this paper, a comprehensive mathematical model for designing an electric power supply chain network via considering preventive maintenance under risk of network failures is proposed.
Aliakbar Hasani
doaj