Search Results - "Stochastic Dual Dynamic Programming"

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  1. 1

    Analysis of stochastic dual dynamic programming method by Shapiro, Alexander

    ISSN: 0377-2217, 1872-6860
    Published: Amsterdam Elsevier B.V 16.02.2011
    Published 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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    Journal Article
  2. 2

    Energy transition and climate policy selection with stochastic demand: Evidence from Australian electricity generation expansion planning by Sun, Xiaotong, Anderson, Heather M., Wei, Wei, Zhang, Xibin

    ISSN: 0140-9883
    Published: Elsevier B.V 01.05.2025
    Published 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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  3. 3

    Multi-Stage Stochastic Programming to Joint Economic Dispatch for Energy and Reserve With Uncertain Renewable Energy by Lu, Runzhao, Ding, Tao, Qin, Boyu, Ma, Jin, Fang, Xin, Dong, Zhaoyang

    ISSN: 1949-3029, 1949-3037
    Published: Piscataway IEEE 01.07.2020
    Published 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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  4. 4

    Managing Energy Storage in Microgrids: A Multistage Stochastic Programming Approach by Bhattacharya, Arnab, Kharoufeh, Jeffrey P., Bo Zeng

    ISSN: 1949-3053, 1949-3061
    Published: IEEE 01.01.2018
    Published 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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  5. 5

    Generation capacity expansion planning with spatially-resolved electricity demand and increasing variable renewable energy supply: Perspectives from power pooling in West Africa by Bissiri, Mounirah, Moura, Pedro, Perez, Ricardo Cunha, Figueiredo, Nuno Carvalho, da Silva, Patrícia Pereira

    ISSN: 0306-2619, 1872-9118
    Published: Elsevier Ltd 15.06.2024
    Published 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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  6. 6

    Stochastic dual dynamic integer programming by Zou, Jikai, Ahmed, Shabbir, Sun, Xu Andy

    ISSN: 0025-5610, 1436-4646
    Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2019
    Published 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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  7. 7

    Stochastic Optimization of Microgrid Operation With Renewable Generation and Energy Storages by Aaslid, Per, Korpas, Magnus, Belsnes, Michael M, Fosso, Olav B

    ISSN: 1949-3029, 1949-3037
    Published: Piscataway IEEE 01.07.2022
    Published 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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  8. 8

    Stochastic dual dynamic programming for multi-stage stochastic programming of sustainable utility systems by Liu, Nianxin, Yang, Kangyuan, Zhao, Liang, Ye, Zhencheng

    ISSN: 0360-5442
    Published: Elsevier Ltd 30.11.2025
    Published 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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  9. 9

    The value of nuclear power plants’ flexibility: A multistage stochastic dynamic programming approach by Blanchard, Ange, Massol, Olivier

    ISSN: 0377-2217, 1872-6860
    Published: Elsevier B.V 01.04.2025
    Published 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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  10. 10

    Water values and marginal costs for power generation planning under more restrictive constraints and a more detailed representation of hydro plants by da Cruz, Cristiane Barbosa, Brandão, Lílian Chaves, Diniz, André Luiz

    ISSN: 0378-7796, 1873-2046
    Published: Elsevier B.V 01.10.2024
    Published 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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  11. 11

    Reliability-Constrained Power System Expansion Planning: A Stochastic Risk-Averse Optimization Approach by da Costa, Luiz Carlos, Thome, Fernanda Souza, Garcia, Joaquim Dias, Pereira, Mario V. F.

    ISSN: 0885-8950, 1558-0679
    Published: New York IEEE 01.01.2021
    Published 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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  12. 12

    Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity by Wozabal, David, Rameseder, Gunther

    ISSN: 0377-2217, 1872-6860
    Published: Elsevier B.V 16.01.2020
    Published 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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  13. 13

    Multi-Stage Distributionally Robust Stochastic Dual Dynamic Programming to Multi-Period Economic Dispatch With Virtual Energy Storage by Ding, Tao, Zhang, Xiaosheng, Lu, Runzhao, Qu, Ming, Shahidehpour, Mohammad, He, Yuankang, Chen, Tianen

    ISSN: 1949-3029, 1949-3037
    Published: Piscataway IEEE 01.01.2022
    Published 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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  14. 14

    Distributionally robust multi-stage stochastic programming for mid- and long-term cross-regional power markets by Huang, Yuhan, Ding, Tao, Zhang, Xiaosheng, Feng, Shuhai, Jin, Yiding, Sun, Yangsheng, Xing, Tong

    ISSN: 0142-0615
    Published: Elsevier Ltd 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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  15. 15

    From strategic to tactical carriers’ selection: A new SDDP algorithm to handle dynamic stochastic demand by Schmiedel, Simon, Boujemaa, Rania, Rekik, Monia, Hajji, Adnène

    ISSN: 0968-090X
    Published: Elsevier Ltd 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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  16. 16

    Uncertainty dynamics in energy planning models: An autoregressive and Markov chain modeling approach by Guevara, Esnil, Babonneau, Frédéric, Homem-de-Mello, Tito

    ISSN: 0360-8352, 1879-0550
    Published: Elsevier Ltd 01.05.2024
    Published 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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  17. 17

    Dual Stochastic Dual Dynamic Programming for Multi-Stage Economic Dispatch With Renewable Energy and Thermal Energy Storage by Zhang, Xiaosheng, Ding, Tao, Mu, Chenggang, Han, Ouzhu, Huang, Yuhan, Shahidehpour, Mohammad

    ISSN: 0885-8950, 1558-0679
    Published: New York IEEE 01.03.2024
    Published 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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  18. 18

    Optimal scheduling of a renewable energy-based park power system: A novel hybrid SDDP/MPC approach by Lei, Qiang, Huang, Yuan, Xu, Xiao, Zhu, Feng, Yang, Yuyan, Liu, Junyong, Hu, Weihao

    ISSN: 0142-0615
    Published: Elsevier Ltd 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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  19. 19
  20. 20

    Trade-off between computation time and solution quality for integrated generation and transmission expansion planning with N-1 security criterion by Okamura, Lucas Y., Borges, Carmen L.T., Chicco, Gianfranco

    ISSN: 0142-0615
    Published: Elsevier Ltd 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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