Suchergebnisse - stochastic dual dynamic integer programming*

Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming von Zou, Jikai, Ahmed, Shabbir, Sun, Xu Andy

“… We propose a new type of decomposition algorithm, based on the recently proposed framework of stochastic dual dynamic integer programming (SDDiP …”
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Mature offshore oil field development: Solving a real options problem using stochastic dual dynamic integer programming von Bakker, Steffen J., Kleiven, Andreas, Fleten, Stein-Erik, Tomasgard, Asgeir

“… of a portfolio of interdependent options. We formulate a multistage stochastic integer programming model that incorporates a detailed representation of the uncertain oil price, and demonstrate how such a complex real options problem …”
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Stochastic dual dynamic integer programming von Zou, Jikai, Ahmed, Shabbir, Sun, Xu Andy

“… Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely challenging problems …”
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Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization von Zhang, Shixuan, Sun, Xu Andy

“… We develop stochastic dual dynamic programming (SDDP) type algorithms with nested decomposition, deterministic sampling, and stochastic sampling …”
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Nonconvex Medium-Term Hydropower Scheduling by Stochastic Dual Dynamic Integer Programming von Hjelmeland, Martin N., Zou, Jikai, Helseth, Arild, Ahmed, Shabbir

“… A recently proposed extension of the SDDP method known as stochastic dual dynamic integer programming (SDDiP …”
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Retrofit Planning and Flexible Operation of Coal-Fired Units Using Stochastic Dual Dynamic Integer Programming von Li, Zhuangzhuang, Yang, Ping, Zhao, Zhuoli, Lai, Loi Lei

“… A novel flexibility retrofit planning (FRP) model is proposed in which the embedded operational problem is a stochastic mixed-integer nonlinear programming (SMINLP …”
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A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty von Quezada, Franco, Gicquel, Céline, Kedad-Sidhoum, Safia

“… We then propose a new approximate stochastic dual dynamic integer programming algorithm based on this partial decomposition …”
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Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme von Lara, Cristiana L., Siirola, John D., Grossmann, Ignacio E.

“… (strategic and operational). To be able to solve this large-scale model, which grows exponentially with the number of stages in the scenario tree, we decompose the problem using Stochastic Dual Dynamic Integer Programming (SDDiP …”
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Efficient power system year-round hourly operation simulation based on multi-stage Stochastic Dual Dynamic Integer Programming von Qian, Tao, Wu, Qiyu, Hu, Qinran

“… the efficacy of power grid development strategies. While multi-stage stochastic programming has been effective in capturing multi-scale power fluctuations, its adoption faces challenges related to computational complexity and convergence performance …”
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Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets von Yu, Xian, Shen, Siqian

“… ). Moreover, we extend the general moment-based ambiguity set in Delage and Ye (Oper Res 58(3):595–612, 2010) to the multistage decision-dependent setting, and derive mixed-integer semidefinite programming …”
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Goal-based investing with goal postponement: multistage stochastic mixed-integer programming approach von Bae, Sanghyeon, Lee, Yongjae, Kim, Woo Chang, Kim, Jang Ho, Fabozzi, Frank J.

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Multistage Dynamic Planning of Integrated Hydrogen-Electrical Microgrids under Multiscale Uncertainties von Sun, Xunhang, Cao, Xiaoyu, Zeng, Bo, Zhai, Qiaozhu, Guan, Xiaohong

“… This paper studies the IHE microgrids planning (IHEMP) under a dynamic perspective. To keep track with the fast development of hydrogen industry, we propose a multistage stochastic mixed-integer program (MS-MIP) formulation …”
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Hydropower preventive maintenance scheduling in a deregulated market: A multi-stage stochastic programming approach von Li, Zhuangzhuang, Yang, Ping, Yang, Yi, Lu, Guanpeng, Tang, Yufeng

“… •Uncertainties of inflow and market price are considered.•Stochastic dual dynamic integer programming are tailored to solve the model …”
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Multistage stochastic programming for the closed‐loop supply chain planning with mobile modules under uncertainty von Ge, Congqin, Zhang, Lifeng, Yang, Wenhui, Yuan, Zhihong

“… In this work, we formulate a mixed‐integer linear programming (MILP) model for the closed‐loop supply chain network planning with modular distribution and collection facilities …”
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A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market von Shinde, Priyanka, Aravena, Ignacio

“… We model the trading problem as a bilevel multistage stochastic program. The upper level of the problem accounts for the profit maximization of the virtual power plant …”
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Green horizons: Sustainable global logistics in dynamic supply chain management von Mohammadi, Mahsa, Tosarkani, Babak Mohamadpour

“… To address dynamic factors of real-world global supply chain, an accelerated parallel stochastic dual dynamic integer programming (SDDiP …”
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Medium-term multi-stage distributionally robust scheduling of hydro–wind–solar complementary systems in electricity markets considering multiple time-scale uncertainties von Li, Zhuangzhuang, Yang, Ping, Guo, Yi, Lu, Guanpeng

“… •Stochastic dual dynamic integer programming is modified to solve the model.•Proposed scheduling model increases profits by 3.04 …”
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Multi-stage distributionally robust optimization for hybrid energy storage in regional integrated energy system considering robustness and nonanticipativity von Han, Fengwu, Zeng, Jianfeng, Lin, Junjie, Gao, Chong

“… Hybrid energy storage system (HESS) has advantages in coping with the uncertainty of renewable energy and improving the stability of regional integrated energy …”
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Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets von Yu, Xian, Shen, Siqian

“… ). Moreover, we extend the general moment-based ambiguity set in to the multistage decision-dependent setting, and derive mixed-integer semidefinite programming (MISDP …”
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Stochastic Dual Dynamic Programming for Multistage Stochastic Mixed-Integer Nonlinear Optimization von Zhang, Shixuan, Xu, Andy Sun

“… We develop stochastic dual dynamic programming (SDDP) type algorithms with nested decomposition, deterministic sampling, and stochastic sampling …”
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