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检索条件"主题词=Multi-stage Stochastic Programming"
125 条 记 录,以下是31-40 订阅
排序:
Evaluating policies in risk-averse multi-stage stochastic programming
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MATHEMATICAL programming 2015年 第1-2期152卷 275-300页
作者: Kozmik, Vaclav Morton, David P. Charles Univ Prague Fac Math & Phys Prague Czech Republic Univ Texas Austin Grad Program Operat Res & Ind Engn Austin TX 78712 USA
We consider a risk-averse multi-stage stochastic program using conditional value at risk as the risk measure. The underlying random process is assumed to be stage-wise independent, and a stochastic dual dynamic progra... 详细信息
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Dual stochastic Dual Dynamic programming for multi-stage Economic Dispatch With Renewable Energy and Thermal Energy Storage
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IEEE TRANSACTIONS ON POWER SYSTEMS 2024年 第2期39卷 3725-3737页
作者: Zhang, Xiaosheng Ding, Tao Mu, Chenggang Han, Ouzhu Huang, Yuhan Shahidehpour, Mohammad Xi An Jiao Tong Univ Sch Elect Engn Xian 710049 Peoples R China IIT ECE Dept Chicago IL 60616 USA
The rapid growth of renewable energy sources brings great challenges to the economic dispatch of the modern power system. Retrofitting thermal power plants with thermal energy storage (TES) can improve the operational... 详细信息
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multi-stage stochastic dual dynamic programming to low-carbon economic dispatch for power systems with flexible carbon capture and storage devices
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IET GENERATION TRANSMISSION & DISTRIBUTION 2023年 第19期17卷 4359-4374页
作者: Zhang, Xiaosheng Liu, Zesan Ding, Tao Zhang, Hongji Siano, Pierluigi Meng, Hongmin Zhu, Chao Xi An Jiao Tong Univ State Key Lab Elect Insulat & Power Equipment Xian 710049 Peoples R China State Grid Informat & Telecommun Grp Co Ltd Beijing Peoples R China Univ Salerno Dept Management & Innovat Syst Salerno Italy State Grid Shaanxi Elect Power Res Inst Xian Peoples R China
The carbon capture and storage (CCS) technique gains much attention due to its role in reducing CO2 emissions. By introducing flexible CCS devices into conventional power plants, the low-carbon economic operation of t... 详细信息
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multi-stage Distributionally Robust stochastic Dual Dynamic programming to multi-Period Economic Dispatch With Virtual Energy Storage
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IEEE TRANSACTIONS ON SUSTAINABLE ENERGY 2022年 第1期13卷 146-158页
作者: Ding, Tao Zhang, Xiaosheng Lu, Runzhao Qu, Ming Shahidehpour, Mohammad He, Yuankang Chen, Tianen Xi An Jiao Tong Univ Sch Elect Engn Xian 710049 Shaanxi Peoples R China China Elect Power Res Inst Power Syst Res Dept Beijing 100085 Peoples R China IIT ECE Dept Chicago IL 60616 USA State Grid Corp China Northwest Branch Xian 710048 Shaanxi Peoples R China
A virtual energy storage (VES) model is proposed in this paper to accommodate renewable energy under a special market regulation. Such VESs can provide or consume electricity to the main power grid under the premise t... 详细信息
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The interval copula-measure Me based multi-objective multi-stage stochastic chance-constrained programming for seasonal water resources allocation under uncertainty
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stochastic ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT 2021年 第7期35卷 1463-1480页
作者: Wang, Youzhi Guo, Ping China Agr Univ Ctr Agr Water Res China Beijing 100083 Peoples R China Minist Agr & Rural Affairs Wuwei Expt Stn Efficient Water Use Agr Wuwei 733000 Peoples R China
A copula-measure Me based interval multi-objective multi-stage stochastic chance-constrained programming (CMIMOMSP) model is proposed for water consumption optimization. It can conduct water allocation amid multiple u... 详细信息
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Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
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ANNALS OF OPERATIONS RESEARCH 2013年 第1期206卷 557-576页
作者: Yin, Libo Han, Liyan Beihang Univ Sch Econ & Management Beijing 100191 Peoples R China
This paper proposes a multi-stage stochastic programming model to explore optimal options strategies for international portfolios with overall risk management on Greek letters, extending existing Greek-based analysis ... 详细信息
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RISK-AVERSE multi-stage MIXED-INTEGER stochastic programming PROBLEMS
RISK-AVERSE MULTI-STAGE MIXED-INTEGER STOCHASTIC PROGRAMMING...
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作者: Ali Irfan Mahmutogullari Bilkent University
学位级别:博士
Risk-averse multi-stage mixed-integer stochastic programming problems form a class of extremely challenging problems since the problem size grows exponentially with the number of stages, they are non-convex due to int... 详细信息
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A rolling horizon heuristic approach for a multi-stage stochastic waste collection problem
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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2025年 第1期323卷 276-296页
作者: Spinelli, Andrea Maggioni, Francesca Ramos, Tania Rodrigues Pereira Barbosa-Povoa, Ana Paula Vigo, Daniele Univ Bergamo Dept Management Informat & Prod Engn Viale G Marconi 5 I-24044 Dalmine Italy Univ Lisbon Ctr Management Studies CEGIST Inst Super Tecn Av Rovisco Pais 1 P-1049001 Lisbon Portugal Univ Bologna Dept Elect Elect & Informat Engn G Marconi Viale Risorgimento 2 I-40136 Bologna Italy Univ Bologna CIRI ICT Viale Risorgimento 2 I-40136 Bologna Italy
In this paper we present a multi-stage stochastic optimization model to solve an inventory routing problem for the collection of recyclable municipal waste. The objective is the maximization of the total expected prof... 详细信息
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Sustainable-resilient seaport-dry port network design considering inter-modal transportation
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JOURNAL OF CLEANER PRODUCTION 2024年 452卷
作者: Dalivand, Alireza Asadi Torabi, S. Ali Univ Tehran Coll Engn Sch Ind Engn Tehran Iran
This paper proposes a multi-objective mathematical model for designing an inter-modal transportation network that includes a seaport and multiple dry-ports in both export-oriented and import-oriented modes under susta... 详细信息
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Production planning in maintenance facilities under uncertain repair time
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JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 2024年 第6期75卷 1126-1139页
作者: Kafiabad, Shayan Tavakoli Zanjani, Masoumeh Kazemi Nourelfath, Mustapha Interuniv Res Ctr Enterprise Networks Logist & Tra Montreal PQ Canada Concordia Univ Montreal PQ Canada Laval Univ Quebec City PQ Canada
Production planning in maintenance facilities that rely on the availability of certified operators is a challenging task. This is primarily attributed to the need for the integration of workforce training with the ope... 详细信息
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