Search Results - "Stochastic Dual Dynamic Programming algorithm"

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    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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    Multi-Period Day-Ahead Storage Scheduling with Uncertain Inflow by Tang, Yusi, Zhou, Bo

    Published: IEEE 28.06.2024
    “…With the widespread integration of renewable energy into the power grid, the inherent variability and intermittency of renewable sources can compromise grid…”
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    Conference Proceeding
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