Nonconvex Medium-Term Hydropower Scheduling by Stochastic Dual Dynamic Integer Programming
نویسندگان
چکیده
منابع مشابه
Stochastic Dual Dynamic Integer Programming
Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely challenging problems. A common formulation for these problems is a dynamic programming formulation involving nested cost-to-go functions. In the linear setting, the cost-to-go functions are convex polyhedral, and decomposition algorithms, suc...
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ژورنال
عنوان ژورنال: IEEE Transactions on Sustainable Energy
سال: 2019
ISSN: 1949-3029,1949-3037
DOI: 10.1109/tste.2018.2805164