Search Results - implicit stochastic programming

An Analytical Method for Fast Optimization of Multireservoir Hydropower Systems Operations Considering Risk‐Return Tradeoffs by Mousavi, S. Jamshid, Ponnambalam, Kumaraswamy

“…) and implicit stochastic programming (ISP) suffering from excessive computing time requirements…”
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Compacting multistage stochastic programming models through a new implicit extensive framework by de Oliveira, Alan Delgado, Filomena, Tiago Pascoal

“…•A novel framework that includes all steps of stochastic optimization using the implicit extensive form for compact formulation…”
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An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints by Xu, Huifu

“…In this paper, we consider a class of stochastic mathematical programs in which the complementarity constraints are subject to random factors and the objective function is the mathematical expectation…”
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Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization by Lin, Gui-Hua, Chen, Xiaojun, Fukushima, Masao

“… We present a combined smoothing implicit programming and penalty method for the problems with a finite sample space…”
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Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs by Cui, Shisheng, Shanbhag, Uday V., Yousefian, Farzad

“… While stochastic generalizations have been assuming increasing relevance, there is a pronounced absence of efficient first/zeroth-order schemes with non-asymptotic rate guarantees for resolving…”
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Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs by Cui, Shisheng, Shanbhag, Uday V., Yousefian, Farzad

“…Not provided…”
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Stochastic optimization of multireservoir systems via reinforcement learning by Lee, J.H, Labadie, J.W

“…Although several variants of stochastic dynamic programming have been applied to optimal operation of multireservoir systems, they have been plagued by a high…”
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Wind Power Scenario Generation and Reduction in Stochastic Programming Framework by Sharma, Kailash Chand, Jain, Prerna, Bhakar, Rohit

“…Wind power trading in pool-based electricity markets is a decision-making problem and is generally modeled using a multi-stage stochastic programming approach because of the implicit uncertainty of wind input…”
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Modeling Multi-objective Pareto-optimal Reservoir Operation Policies Using State-of-the-art Modeling Techniques by Mohanavelu, Aadhityaa, Soundharajan, Bankaru-Swamy, Kisi, Ozgur

“…; Deterministic Dynamic Programming (DDP), Stochastic Dynamic Programming (SDP), Implicit Stochastic Optimization (ISO…”
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Implicit dual control based on particle filtering and forward dynamic programming by Bayard, David S., Schumitzky, Alan

“…This paper develops a sampling‐based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically…”
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Robinson's implicit function theorem and its extensions: Special issue on nonlinear programming, variational inequalities, and stochastic programming by DONTCHEV, A. L, ROCKAFELLAR, R. T

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Water-energy-ecosystem nexus modeling using multi-objective, non-linear programming in a regulated river: Exploring tradeoffs among environmental flows, cascaded small hydropower, and inter-basin water diversion projects by Yin, Dongqin, Li, Xiang, Wang, Fang, Liu, Yang, Croke, Barry F.W., Jakeman, Anthony J.

“…) and three inter-basin water diversion projects (WDPs). A nexus system model was established that used weighted multi-objective programming to consider three main objectives…”
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A Matlab toolbox for designing Multi-Objective Optimal Operations of water reservoir systems by Giuliani, M., Li, Y., Cominola, A., Denaro, S., Mason, E., Castelletti, A.

“… 1.0 of M3O includes Deterministic and Stochastic Dynamic Programming, Implicit Stochastic Optimization, Sampling Stochastic Dynamic Programming, fitted Q-iteration, Evolutionary Multi-Objective…”
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Integrating teleconnection factors into long-term complementary operating rules for hybrid power systems: A case study of Longyangxia hydro-photovoltaic plant in China by Li, He, Liu, Pan, Guo, Shenglian, Zuo, Qiting, Cheng, Lei, Tao, Jie, Huang, Kangdi, Yang, Zhikai, Han, Dongyang, Ming, Bo

“… Specifically, teleconnection factors are adopted as state variables in stochastic dynamic programming (SDP…”
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Should metapopulation restoration strategies increase patch area or number of patches? by Nicol, Samuel C., Possingham, Hugh P.

“…? Using a spatially implicit stochastic metapopulation model and stochastic dynamic programming (SDP…”
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Stochastic model predictive control with active uncertainty learning: A Survey on dual control by Mesbah, Ali

“… The complexity of the SMPC problem with dual control effect is described in connection to stochastic dynamic programming as well as Bayesian estimation for its output feedback implementation…”
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Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems by Barro, Diana, Canestrelli, Elio

“…The paper suggests a possible cooperation between stochastic programming and optimal control for the solution of multistage stochastic optimization problems…”
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Deriving operating rules for a large-scale hydro-photovoltaic power system using implicit stochastic optimization by Yang, Zhikai, Liu, Pan, Cheng, Lei, Wang, Hao, Ming, Bo, Gong, Wenting

“… This study focuses on exploring long-term operating rules for such an integrated system using implicit stochastic optimization, which can address uncertainties in reservoir inflow and PV power…”
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Identifying Efficient Operating Rules for Hydropower Reservoirs Using System Dynamics Approach—A Case Study of Three Gorges Reservoir, China by Zhou, Jianzhong, Jia, Benjun, Chen, Xiao, Qin, Hui, He, Zhongzheng, Liu, Guangbiao

“… A stochastic hydrological model of reservoir inflow time series was established and used to generate a large number of inflow scenarios…”
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A zeroth-order stochastic implicit method for bilevel-structured actor-critic schemes by Tao, Haochen, Cui, Shisheng, Li, Zhuo, Sun, Jian

“…) policy optimization problems. In this work, based on a bilevel-structured AC problem model, an implicit zeroth-order stochastic algorithm is developed…”
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