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Volumn 97, Issue 2, 1997, Pages 396-407

Intelligent control and optimization under uncertainty with application to hydro power

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTERS; HYDROELECTRIC POWER; LEARNING SYSTEMS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; OPTIMAL CONTROL SYSTEMS; SENSORS;

EID: 0031103513     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(96)00206-8     Document Type: Article
Times cited : (7)

References (13)
  • 1
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    • Benders, J.F. (1962), "Partitioning procedures for solving mixed-variable programming problems", Numerische Mathematik 4, 238-252.
    • (1962) Numerische Mathematik , vol.4 , pp. 238-252
    • Benders, J.F.1
  • 2
    • 0022129190 scopus 로고
    • Decomposition and partitioning methods for multi-stage stochastic linear programming
    • Birge, J.R. (1985), "Decomposition and partitioning methods for multi-stage stochastic linear programming", Operations Research 33, 989-1007.
    • (1985) Operations Research , vol.33 , pp. 989-1007
    • Birge, J.R.1
  • 3
    • 0001803205 scopus 로고
    • Parallel processors for planning under uncertainty
    • Dantzig, G.B., and Glynn, P.W. (1990), "Parallel processors for planning under uncertainty", Annals of Operations Research 22, 1-21.
    • (1990) Annals of Operations Research , vol.22 , pp. 1-21
    • Dantzig, G.B.1    Glynn, P.W.2
  • 4
    • 0042240291 scopus 로고
    • Large-scale stochastic linear programs: Importance sampling and Benders decomposition
    • C. Brezinski and U. Kulisch (eds.): Computational and Applied Mathematics 1 - Algorithms and Theory, Dublin, Ireland, July 1991, North-Holland, Amsterdam
    • Dantzig, G.B., and Infanger, G. (1992), "Large-scale stochastic linear programs: Importance sampling and Benders decomposition", in: C. Brezinski and U. Kulisch (eds.): Computational and Applied Mathematics 1 - Algorithms and Theory, Proceedings of the 13th IMACS World Congress, Dublin, Ireland, July 1991, North-Holland, Amsterdam, 111-120.
    • (1992) Proceedings of the 13th IMACS World Congress , pp. 111-120
    • Dantzig, G.B.1    Infanger, G.2
  • 5
    • 21344485052 scopus 로고
    • Multi-stage stochastic linear programs for portfolio optimization
    • Dantzig, G.B., and Infanger, G. (1993), "Multi-stage stochastic linear programs for portfolio optimization", Annals of Operations Research 45, 59-76.
    • (1993) Annals of Operations Research , vol.45 , pp. 59-76
    • Dantzig, G.B.1    Infanger, G.2
  • 6
    • 0040389866 scopus 로고
    • A probabilistic lower bound for two-stage stochastic programs
    • Technical Report SOL 95-6, Department of Operations Research, Stanford University
    • Dantzig, G.B., and Infanger, G. (1995), "A probabilistic lower bound for two-stage stochastic programs", Technical Report SOL 95-6, Department of Operations Research, Stanford University, submitted to Mathematical Programming.
    • (1995) Mathematical Programming
    • Dantzig, G.B.1    Infanger, G.2
  • 7
    • 0001240715 scopus 로고
    • Importance sampling for stochastic simulation
    • Glynn, P.W., and Iglehart, D.L. (1989), "Importance sampling for stochastic simulation", Management Science 35, 1367-1392.
    • (1989) Management Science , vol.35 , pp. 1367-1392
    • Glynn, P.W.1    Iglehart, D.L.2
  • 8
    • 34249830842 scopus 로고
    • Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
    • Infanger, G. (1992), "Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs", Annals of Operations Research 39, 69-95.
    • (1992) Annals of Operations Research , vol.39 , pp. 69-95
    • Infanger, G.1
  • 9
    • 85033108849 scopus 로고
    • Decomposition and (importance) sampling techniques for multi-stage stochastic linear programs
    • Technical Report SOL 93-7, Department of Operations Research, Stanford University
    • Infanger, G. (1993), "Decomposition and (importance) sampling techniques for multi-stage stochastic linear programs", Technical Report SOL 93-7, Department of Operations Research, Stanford University, submitted to Mathematical Programming.
    • (1993) Mathematical Programming
    • Infanger, G.1
  • 11
    • 0000192591 scopus 로고    scopus 로고
    • Cut sharing for multistage stochastic linear programs with interstage dependency
    • Infanger, G., and Morton, D. (1996), "Cut sharing for multistage stochastic linear programs with interstage dependency", Mathematical Programming, Series B 75/2, 241-256.
    • (1996) Mathematical Programming, Series B , vol.75 , Issue.2 , pp. 241-256
    • Infanger, G.1    Morton, D.2
  • 12
    • 85033122630 scopus 로고
    • Technical Note, DEE-PUC/RJ, Catholic University of Rio de Janeiro, Caixa Postal 38 063 Gávea, Rio de Janeiro RJ CEP 22452, Brazil
    • Pereira, M.V., and Pinto, L.M.V.G. (1989) "Stochastic dual dynamic programming", Technical Note, DEE-PUC/RJ, Catholic University of Rio de Janeiro, Caixa Postal 38 063 Gávea, Rio de Janeiro RJ CEP 22452, Brazil.
    • (1989) Stochastic Dual Dynamic Programming
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  • 13
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    • L-shaped linear programs with applications to optimal control and stochastic programming
    • Van Slyke, R.M., and Wets, R.J.-B. (1969), "L-shaped linear programs with applications to optimal control and stochastic programming", SIAM Journal on Applied Mathematics 17, 638-663.
    • (1969) SIAM Journal on Applied Mathematics , vol.17 , pp. 638-663
    • Van Slyke, R.M.1    Wets, R.J.-B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.