Výsledky vyhledávání - "Stochastic dual dynamic programming algorithm"

Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers

Autoři: Beltrán, Felipe Finardi, Erlon Fredo, Guilherme a další

Přispěvatelé: Beltrán, Felipe Finardi, Erlon Fredo, Guilherme a další

Zdroj: Optimization and Engineering. 23:147-168

Témata: 0211 other engineering and technologies, [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC], 02 engineering and technology

Přístupová URL adresa: https://link.springer.com/article/10.1007/s11081-020-09558-z
https://link.springer.com/content/pdf/10.1007/s11081-020-09558-z.pdf
https://hal.archives-ouvertes.fr/hal-02932230

A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm

Autoři: Arnab Bhattacharya Jeffrey P. Kharoufeh Bo Zeng

Zdroj: INFORMS Journal on Computing.

Optimization of Hydropower Dam Design Parameters for Adaptation to Climate Change using stochastic dual dynamic programming algorithm (SDDP)

Autoři: Yousef Hassanzadeh Vahid Sharifian Hamed Poorsepahy-Samian a další

Zdroj: Indian Journal of Science and Technology. 11:1-11

Témata: 03 medical and health sciences, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 0305 other medical science

Přístupová URL adresa: https://www.indjst.org/index.php/indjst/article/view/113637

Efficient Parallelization of the Stochastic Dual Dynamic Programming Algorithm Applied to Hydropower Scheduling

Autoři: Helseth, Arild Braaten, Hallvard

Zdroj: Energies, Vol 8, Iss 12, Pp 14287-14297 (2015)
Energies
Volume 8
Issue 12
Pages 14287-14297
Energies; Volume 8; Issue 12; Pages: 14287-14297

Témata: dynamic programming, stochastic programming, Technology, parallel processing, hydropower scheduling, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

Popis souboru: application/pdf

Přístupová URL adresa: https://www.mdpi.com/1996-1073/8/12/12431/pdf
https://doaj.org/article/2e392004275848fb9dcc4190757b49f7
https://ideas.repec.org/a/gam/jeners/v8y2015i12p12431-14297d60828.html
https://econpapers.repec.org/RePEc:gam:jeners:v:8:y:2015:i:12:p:12431-14297:d:60828
https://www.mdpi.com/1996-1073/8/12/12431
https://www.mdpi.com/1996-1073/8/12/12431/pdf
https://core.ac.uk/display/90369507
http://hdl.handle.net/11250/2373358

A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm.

Autoři: Bhattacharya, Arnab Kharoufeh, Jeffrey P. Zeng, Bo

Zdroj: INFORMS Journal on Computing. Sep/Oct2023, Vol. 35 Issue 5, p1161-1178. 18p.

Témata: *DYNAMIC programming, *STOCHASTIC programming, *DATA libraries, *ALGORITHMS, *CONCAVE functions

Multi-stage stochastic optimization for lot-sizing with uncertain demand and renewable energy supply

Autoři: Liao, Ruiwen Quezada, Franco Gicquel, Céline a další

Přispěvatelé: Liao, Ruiwen Quezada, Franco Gicquel, Céline a další

Témata: lot-sizing, Stochastic Dual Dynamic Programming algorithm, energy-efficient manufacturing, multi-stage stochas tic integer programming, renewable energy, [INFO.INFO-RO] Computer Science [cs]/Operations Research [math.OC]

Přístupová URL adresa: https://hal.science/hal-05168038v1

Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers.

Autoři: Beltrán, Felipe Finardi, Erlon C. Fredo, Guilherme M. a další

Zdroj: Optimization & Engineering; Mar2022, Vol. 23 Issue 1, p147-168, 22p

Joint production and energy supply planning of an industrial microgrid.

Autoři: Fornier, Zoe Grosso, Dorian Leclere, Vincent

Zdroj: Energy Systems; Nov2025, Vol. 16 Issue 4, p1461-1493, 33p

Efficient Parallelization of the Stochastic Dual Dynamic Programming Algorithm Applied to Hydropower Scheduling

Autoři: Arild Helseth Hallvard Braaten

Relation: https://www.mdpi.com/1996-1073/8/12/12431/pdf; https://www.mdpi.com/1996-1073/8/12/12431/

Dostupnost: https://www.mdpi.com/1996-1073/8/12/12431/pdf
https://www.mdpi.com/1996-1073/8/12/12431/

Distributionally robust multi-stage stochastic programming for mid- and long-term cross-regional power markets.

Autoři: Huang, Yuhan Ding, Tao Zhang, Xiaosheng a další

Zdroj: International Journal of Electrical Power & Energy Systems. Sep2025, Vol. 170, pN.PAG-N.PAG. 1p.

Témata: *STOCHASTIC programming, *RENEWABLE energy sources, *DYNAMIC programming, *RISK aversion, *NUMERICAL calculations, *ROBUST statistics, *ELECTRICITY markets

Analysis of Stochastic Dual Dynamic Programming Method

Autoři: Alexander Shapiro The Pennsylvania State University CiteSeerX Archives

Přispěvatelé: Alexander Shapiro The Pennsylvania State University CiteSeerX Archives

Zdroj: http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf.

Témata: Key Words. Stochastic programming, Stochastic Dual Dynamic Programming algorithm, Sample Average Approximation method, Monte Carlo sampling, risk averse optimization

Popis souboru: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.215.5970

Dostupnost: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.215.5970
http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf

Analysis of Stochastic Dual Dynamic Programming Method

Autoři: Alexander Shapiro The Pennsylvania State University CiteSeerX Archives

Přispěvatelé: Alexander Shapiro The Pennsylvania State University CiteSeerX Archives

Zdroj: http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf.

Témata: Key Words. Stochastic programming, Stochastic Dual Dynamic Programming algorithm, Sample Average Approximation method, Monte Carlo sampling, risk averse optimization

Popis souboru: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.154.1935

Dostupnost: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.154.1935
http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf

Bi-objective multistage stochastic linear programming.

Autoři: Dowson, O. Morton, D. P. Downward, A.

Zdroj: Mathematical Programming; Nov2022, Vol. 196 Issue 1/2, p907-933, 27p

Témata: STOCHASTIC programming, INTERCONNECTED power systems, DYNAMIC programming, GOAL programming

Special Issue: Global Solution of Integer, Stochastic and Nonconvex Optimization Problems.

Autoři: Dey, Santanu S. Luedtke, James R. Sahinidis, Nikolaos V.

Zdroj: Mathematical Programming; Nov2022, Vol. 196 Issue 1/2, p1-8, 8p

Témata: STOCHASTIC programming, INTEGER programming, INTEGERS, SUBMODULAR functions, MIXED integer linear programming, MATHEMATICAL programming, DUALITY theory (Mathematics)

Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies.

Autoři: Waga, Mateus Valladão, Davi Street, Alexandre a další

Zdroj: Computational Economics; Oct2022, Vol. 60 Issue 3, p1-24, 24p

Témata: INTEREST rates, DIVIDEND policy, CORPORATE governance, RISK aversion, DYNAMIC programming, STOCKHOLDERS

Distributed Multistage Optimization of Large-Scale Microgrids Under Stochasticity.

Autoři: Pacaud, Francois De Lara, Michel Chancelier, Jean-Philippe a další

Zdroj: IEEE Transactions on Power Systems; Jan2022, Vol. 37 Issue 1, p204-211, 8p

Témata: ENERGY consumption, DECOMPOSITION method, RENEWABLE energy sources, DYNAMIC programming, OPERATING costs

Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming.

Autoři: Resende, Larissa de Oliveira Valladão, Davi Bezerra, Bernardo Vieira a další

Zdroj: TOP (1134-5764); Apr2021, Vol. 29 Issue 1, p106-124, 19p

Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection.

Autoři: Guigues, Vincent

Zdroj: Optimization Methods & Software; Feb2021, Vol. 36 Issue 1, p211-236, 26p

Témata: STOCHASTIC programming, DYNAMIC programming, RANDOM numbers, EQUATIONS, ACCOUNTING policies, ALGORITHMS

SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming.

Autoři: Dowson, Oscar Kapelevich, Lea

Zdroj: INFORMS Journal on Computing; Winter2021, Vol. 33 Issue 1, p27-33, 7p

Témata: DYNAMIC programming, STOCHASTIC programming

The policy graph decomposition of multistage stochastic programming problems.

Autoři: Dowson, Oscar

Zdroj: Networks; Jul2020, Vol. 76 Issue 1, p3-23, 21p

Témata: STOCHASTIC programming, DYNAMIC programming, DAIRY farming