Search Results - "Stochastic Dual Dynamic Programming"
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Analysis of stochastic dual dynamic programming method
ISSN: 0377-2217, 1872-6860Published: Amsterdam Elsevier B.V 16.02.2011Published in European journal of operational research (16.02.2011)“…In this paper we discuss statistical properties and convergence of the Stochastic Dual Dynamic Programming (SDDP) method applied to multistage linear…”
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Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning
ISSN: 0140-9883Published: Elsevier B.V 01.05.2025Published in Energy economics (01.05.2025)“…Australia’s Nationally Determined Contributions made in 2022, following the Paris Agreement in 2016, include a pledge to reduce greenhouse gas emissions to 43%…”
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Multi-Stage Stochastic Programming to Joint Economic Dispatch for Energy and Reserve With Uncertain Renewable Energy
ISSN: 1949-3029, 1949-3037Published: Piscataway IEEE 01.07.2020Published in IEEE transactions on sustainable energy (01.07.2020)“…To address the uncertain renewable energy in the day-ahead optimal dispatch of energy and reserve, a multi-stage stochastic programming model is established in…”
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Managing Energy Storage in Microgrids: A Multistage Stochastic Programming Approach
ISSN: 1949-3053, 1949-3061Published: IEEE 01.01.2018Published in IEEE transactions on smart grid (01.01.2018)“…A microgrid is a small-scale version of a centralized power grid that generates, distributes and regulates electricity flow to local entities using distributed…”
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Generation capacity expansion planning with spatially-resolved electricity demand and increasing variable renewable energy supply: Perspectives from power pooling in West Africa
ISSN: 0306-2619, 1872-9118Published: Elsevier Ltd 15.06.2024Published in Applied energy (15.06.2024)“…Power pooling has emerged as a regional strategy for accelerating generation capacity expansion in West Africa with the aim of leveraging vast domestic energy…”
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Stochastic dual dynamic integer programming
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2019Published in Mathematical programming (01.05.2019)“…Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely…”
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Stochastic Optimization of Microgrid Operation With Renewable Generation and Energy Storages
ISSN: 1949-3029, 1949-3037Published: Piscataway IEEE 01.07.2022Published in IEEE transactions on sustainable energy (01.07.2022)“…The operation of energy storage systems (ESSs) in power systems where variable renewable energy sources (VRESs) and ESSs must contribute to securing the…”
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Stochastic dual dynamic programming for multi-stage stochastic programming of sustainable utility systems
ISSN: 0360-5442Published: Elsevier Ltd 30.11.2025Published in Energy (Oxford) (30.11.2025)“…Fossil fuels remain a predominant energy source in traditional industrial utility systems, resulting in significant carbon emissions. This study proposes a…”
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The value of nuclear power plants’ flexibility: A multistage stochastic dynamic programming approach
ISSN: 0377-2217, 1872-6860Published: Elsevier B.V 01.04.2025Published in European journal of operational research (01.04.2025)“…In future power systems dominated by intermittent renewable generation, nuclear power plants will increasingly need to follow uncertain loads. However,…”
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Water values and marginal costs for power generation planning under more restrictive constraints and a more detailed representation of hydro plants
ISSN: 0378-7796, 1873-2046Published: Elsevier B.V 01.10.2024Published in Electric power systems research (01.10.2024)“…•Assessment of the effect of different types of hydraulic constraints in water values and system marginal costs for long term power generation…”
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Reliability-Constrained Power System Expansion Planning: A Stochastic Risk-Averse Optimization Approach
ISSN: 0885-8950, 1558-0679Published: New York IEEE 01.01.2021Published in IEEE transactions on power systems (01.01.2021)“…This work presents a methodology to incorporate reliability constraints in the optimal power systems expansion planning problem. Besides Loss Of Load…”
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Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
ISSN: 0377-2217, 1872-6860Published: Elsevier B.V 16.01.2020Published in European journal of operational research (16.01.2020)“…•Bidding on the Spanish spot markets can be planned as Markov decision process.•The problems solve sufficiently fast for the intended application.•Using…”
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Multi-Stage Distributionally Robust Stochastic Dual Dynamic Programming to Multi-Period Economic Dispatch With Virtual Energy Storage
ISSN: 1949-3029, 1949-3037Published: Piscataway IEEE 01.01.2022Published in IEEE transactions on sustainable energy (01.01.2022)“…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…”
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Distributionally robust multi-stage stochastic programming for mid- and long-term cross-regional power markets
ISSN: 0142-0615Published: Elsevier Ltd 01.09.2025Published in International journal of electrical power & energy systems (01.09.2025)“…•Proposes a novel distributionally robust multi-stage stochastic programming model for cross-regional power markets.•Designs a distributionally robust…”
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From strategic to tactical carriers’ selection: A new SDDP algorithm to handle dynamic stochastic demand
ISSN: 0968-090XPublished: Elsevier Ltd 01.08.2025Published in Transportation research. Part C, Emerging technologies (01.08.2025)“…This paper addresses a Carrier’s Selection and Shipment Assignment Problem (CSSAP) in a distribution network where a set of products need to be shipped from…”
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Uncertainty dynamics in energy planning models: An autoregressive and Markov chain modeling approach
ISSN: 0360-8352, 1879-0550Published: Elsevier Ltd 01.05.2024Published in Computers & industrial engineering (01.05.2024)“…This paper deals with the modeling of stochastic processes in long-term multi-stage energy planning problems when limited information is available about the…”
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Dual Stochastic Dual Dynamic Programming for Multi-Stage Economic Dispatch With Renewable Energy and Thermal Energy Storage
ISSN: 0885-8950, 1558-0679Published: New York IEEE 01.03.2024Published in IEEE transactions on power systems (01.03.2024)“…The rapid growth of renewable energy sources brings great challenges to the economic dispatch of the modern power system. Retrofitting thermal power plants…”
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Optimal scheduling of a renewable energy-based park power system: A novel hybrid SDDP/MPC approach
ISSN: 0142-0615Published: Elsevier Ltd 01.06.2024Published in International journal of electrical power & energy systems (01.06.2024)“…•A hybrid algorithm and real-time scheduling framework are presented to handle uncertainties.•Nested rolling algorithms using SDDP and MPC is proposed for park…”
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Water resources management: a bibliometric analysis and future research directions
ISSN: 0254-5330, 1572-9338Published: 15.10.2024Published in Annals of operations research (15.10.2024)Get full text
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Trade-off between computation time and solution quality for integrated generation and transmission expansion planning with N-1 security criterion
ISSN: 0142-0615Published: Elsevier Ltd 01.03.2025Published in International journal of electrical power & energy systems (01.03.2025)“…[Display omitted] •Alternative formulations for integrated G&T expansion planning.•Trade-off between quality of solution and computational effort.•Consider…”
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