Solving multistage stochastic linear programming via regularized linear decision rules: An application to hydrothermal dispatch planning

•Two-stage linear decision rules are powerful tools for solving multistage stochastic problems.•Linear decision rules are subject to overfit and high out-of-sample cost.•We propose a new AdaLASSO-based regularized two-stage linear decision rule.•Regularized two-stage linear decision rules with AdaLA...

Celý popis

Podrobná bibliografia

Vydané v:	European journal of operational research Ročník 309; číslo 1; s. 345 - 358
Hlavní autori:	Nazare, Felipe, Street, Alexandre
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 16.08.2023
Predmet:	AdaLASSO Long-term hydrothermal dispatch planning Multistage stochastic programming OR in energy Regularized linear decision rules AdaLASSO Multistage stochastic programming OR in energy Long-term hydrothermal dispatch planning Regularized linear decision rules
ISSN:	0377-2217, 1872-6860
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!