-
1
-
-
77950608985
-
Stochastic programming models in energy
-
Ruszczynski A., and Shapiro A. (Eds), North-Holland, Elsevier, Amsterdam
-
Wallace S.W., and Fleten S.-E. Stochastic programming models in energy. In: Ruszczynski A., and Shapiro A. (Eds). Stochastic programming, handbooks in operations research and management science vol. 10 (2003), North-Holland, Elsevier, Amsterdam 637-677
-
(2003)
Stochastic programming, handbooks in operations research and management science
, vol.10
, pp. 637-677
-
-
Wallace, S.W.1
Fleten, S.-E.2
-
2
-
-
1842686887
-
Optimal operation of multireservoir systems: state-of-the-art review
-
Labadie J.W. Optimal operation of multireservoir systems: state-of-the-art review. Journal of Water Resources Planning and Management 130 2 (2004) 93-111
-
(2004)
Journal of Water Resources Planning and Management
, vol.130
, Issue.2
, pp. 93-111
-
-
Labadie, J.W.1
-
4
-
-
1642433456
-
A scenario-based stochastic programming model for water supplies from the highland lakes
-
Watkins Jr. D.W., McKinney L.S., Nielson S.S., and Martin Q.W. A scenario-based stochastic programming model for water supplies from the highland lakes. International Transactions in Operational Research 7 3 (2000) 211-230
-
(2000)
International Transactions in Operational Research
, vol.7
, Issue.3
, pp. 211-230
-
-
Watkins Jr., D.W.1
McKinney, L.S.2
Nielson, S.S.3
Martin, Q.W.4
-
5
-
-
0031999189
-
A new long-term hydro production scheduling method for maximizing the profit of hydroelectric systems
-
Yu Z., Sparrow F.T., and Bowen B.H. A new long-term hydro production scheduling method for maximizing the profit of hydroelectric systems. IEEE Transactions on Power Systems 13 1 (1998) 66-71
-
(1998)
IEEE Transactions on Power Systems
, vol.13
, Issue.1
, pp. 66-71
-
-
Yu, Z.1
Sparrow, F.T.2
Bowen, B.H.3
-
7
-
-
36849084955
-
-
Carøe CC, Schultz R. A two-stage stochastic program for unit commitment under uncertainty in a hydro-thermal power system. Preprint SC 98-11, Konrad-Zuse-Zentrum für Informationstechnik, Berlin, 1998.
-
-
-
-
8
-
-
0042243726
-
Optimal power generation under uncertainty via stochastic programming
-
Marti K., and Kall P. (Eds), Springer, Berlin
-
Dentcheva D., and Römisch W. Optimal power generation under uncertainty via stochastic programming. In: Marti K., and Kall P. (Eds). Stochastic programming methods and technical applications. Lecture notes in economics and mathematical systems vol. 458 (1998), Springer, Berlin 22-56
-
(1998)
Stochastic programming methods and technical applications. Lecture notes in economics and mathematical systems
, vol.458
, pp. 22-56
-
-
Dentcheva, D.1
Römisch, W.2
-
9
-
-
36849045836
-
-
Gröwe-Kuska N, Kiwiel KC, Nowak MP, Römisch W, Wegner I. Power management under uncertainty by Lagrangian relaxation. In: Proceedings of the sixth international conference probabilistic methods applied to power systems PMAPS 2000-2002, INESC Porto, 2000.
-
-
-
-
10
-
-
0042230796
-
Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty
-
Nowak M.P., and Römisch W. Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty. Annals of Operations Research 100 (2000) 251-272
-
(2000)
Annals of Operations Research
, vol.100
, pp. 251-272
-
-
Nowak, M.P.1
Römisch, W.2
-
11
-
-
0013203809
-
Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation
-
Greengard C., and Ruszczynski A. (Eds), Springer, New York
-
Gröwe-Kuska N., Kiwiel K.C., Nowak M.P., Römisch W., and Wegner I. Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation. In: Greengard C., and Ruszczynski A. (Eds). Decision making under uncertainty: energy and power. IMA volumes in mathematics and its applications vol. 128 (2002), Springer, New York 39-70
-
(2002)
Decision making under uncertainty: energy and power. IMA volumes in mathematics and its applications
, vol.128
, pp. 39-70
-
-
Gröwe-Kuska, N.1
Kiwiel, K.C.2
Nowak, M.P.3
Römisch, W.4
Wegner, I.5
-
12
-
-
21844487994
-
SOCARETS: a system for scheduling hydroelectric generation under uncertainty
-
Jacobs J., Freeman G., Grygier J., Morton D., Schultz G., Staschus K., et al. SOCARETS: a system for scheduling hydroelectric generation under uncertainty. Annals of Operations Research 59 (1995) 99-133
-
(1995)
Annals of Operations Research
, vol.59
, pp. 99-133
-
-
Jacobs, J.1
Freeman, G.2
Grygier, J.3
Morton, D.4
Schultz, G.5
Staschus, K.6
-
14
-
-
0036872146
-
Self-scheduling of a hydro producer in a pool-based electricity market
-
Conejo A.J., Arroyo J.M., Contreras J., and Villamor F.A. Self-scheduling of a hydro producer in a pool-based electricity market. IEEE Transactions on Power Systems 17 4 (2002) 1265-1271
-
(2002)
IEEE Transactions on Power Systems
, vol.17
, Issue.4
, pp. 1265-1271
-
-
Conejo, A.J.1
Arroyo, J.M.2
Contreras, J.3
Villamor, F.A.4
-
15
-
-
4344658589
-
Market offering strategies for hydroelectric generators
-
Pritchard G., and Zakeri G. Market offering strategies for hydroelectric generators. Operations Research 51 4 (2003) 602-612
-
(2003)
Operations Research
, vol.51
, Issue.4
, pp. 602-612
-
-
Pritchard, G.1
Zakeri, G.2
-
16
-
-
36849088002
-
-
Fleten S-E, Kristoffersen T. Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer. European Journal of Operational Research, in press, Downloadable from:(http://edoc.hu-berlin.de/docviews/abstract.php? lang=ger&id=27365).
-
-
-
-
17
-
-
0024054360
-
Optimal short term operation of a purely hydroelectric system
-
Hreinsson E.B. Optimal short term operation of a purely hydroelectric system. IEEE Transactions on Power Systems 3 3 (1988) 1072-1077
-
(1988)
IEEE Transactions on Power Systems
, vol.3
, Issue.3
, pp. 1072-1077
-
-
Hreinsson, E.B.1
-
18
-
-
36849050842
-
-
George JA, Read EG, Kerr AL. Optimal scheduling of hydro stations: an integer programming model. Working paper EMRG-WP-95-08, University of Canterbury, Christchurch, New Zealand, 1995.
-
-
-
-
22
-
-
0003410675
-
-
Kluwer Academic Publishers, Dordrecht
-
Prekopa A. Stochastic programming (1995), Kluwer Academic Publishers, Dordrecht
-
(1995)
Stochastic programming
-
-
Prekopa, A.1
-
23
-
-
0042526149
-
ARIMA models to predict next-day electricity prices
-
Contreras J., Espinola R., Nogales F.J., and Conejo A.J. ARIMA models to predict next-day electricity prices. IEEE Transactions on Power Systems 18 3 (2003) 1014-1019
-
(2003)
IEEE Transactions on Power Systems
, vol.18
, Issue.3
, pp. 1014-1019
-
-
Contreras, J.1
Espinola, R.2
Nogales, F.J.3
Conejo, A.J.4
-
25
-
-
18944384327
-
A GARCH forecasting model to predict day-ahead electricity prices
-
Garcia R.C., Contreras J., Akkeren M.V., and Garcia J.B.C. A GARCH forecasting model to predict day-ahead electricity prices. IEEE Transactions on Power Systems 20 2 (2005) 867-874
-
(2005)
IEEE Transactions on Power Systems
, vol.20
, Issue.2
, pp. 867-874
-
-
Garcia, R.C.1
Contreras, J.2
Akkeren, M.V.3
Garcia, J.B.C.4
-
26
-
-
36849036974
-
-
Haldrup N, Nielsen MO. A regime switching long memory model for electricity prices. Journal of Econometrics 2004, in press, Downloadable from: (http://ideas.repec.org/p/aah/aarhec/2004-2.html).
-
-
-
-
28
-
-
36849015458
-
-
Bartolini P, Salas JD. Properties of multivariate periodic ARMA(1,1) models. Colorado State University, Fort Collins, CO, 1985.
-
-
-
-
29
-
-
36849057180
-
-
Camacho F, McLeod AI, Hipel KW. The use and abuse of multivariate timeseries in hydrology. Technical Report 83-12, The University of Western Ontario, Canada, 1983.
-
-
-
-
30
-
-
0003604539
-
-
Water Resources Publications, Littleton, CO
-
Salas J.D., Delleur J.W., Yevevich V., and Lane W.L. Applied modelling of hydrologic time series (1980), Water Resources Publications, Littleton, CO
-
(1980)
Applied modelling of hydrologic time series
-
-
Salas, J.D.1
Delleur, J.W.2
Yevevich, V.3
Lane, W.L.4
-
31
-
-
0022111962
-
Approaches to multivariate modeling of water resource's time series
-
Salas J.D., Tabois III G.Q., and Bartolini P. Approaches to multivariate modeling of water resource's time series. Water Resources Bulletin 21 4 (1985) 683-708
-
(1985)
Water Resources Bulletin
, vol.21
, Issue.4
, pp. 683-708
-
-
Salas, J.D.1
Tabois III, G.Q.2
Bartolini, P.3
-
34
-
-
0035261934
-
Generating scenario trees for multistage decision problems
-
Høyland K., and Wallace S.W. Generating scenario trees for multistage decision problems. Management Science 47 2 (2001) 295-307
-
(2001)
Management Science
, vol.47
, Issue.2
, pp. 295-307
-
-
Høyland, K.1
Wallace, S.W.2
-
36
-
-
21044447935
-
Inference of statistical bounds for multistage stochastic programming problems
-
Shapiro A. Inference of statistical bounds for multistage stochastic programming problems. Mathematical Methods of Operations Research 58 (2003) 57-68
-
(2003)
Mathematical Methods of Operations Research
, vol.58
, pp. 57-68
-
-
Shapiro, A.1
-
37
-
-
36849041141
-
-
Pennanen T. Epi-convergent discretization of multistage stochastic programs via integration quadratures. Mathematical Programming, to appear, Downloadable from:(http://edoc.hu-berlin.de/docviews/abstract.php?id=26777).
-
-
-
-
38
-
-
0013270047
-
Scenario tree generation for multiperiod financial optimization by optimal discretization
-
Pflug G.Ch. Scenario tree generation for multiperiod financial optimization by optimal discretization. Mathematical Programming Series B89 (2001) 251-271
-
(2001)
Mathematical Programming Series
, vol.B89
, pp. 251-271
-
-
Pflug, G.Ch.1
-
39
-
-
36849096157
-
-
Heitsch H, Römisch W. Scenario tree modelling for multistage stochastic programs. Preprint 296, DFG Research Center MATHEON "Mathematics for key technologies", 2005.
-
-
-
-
40
-
-
36849092494
-
-
Kaut M, Wallace SW. Evaluation of scenario-generation methods for stochastic programming, 2003. Downloadable from website: 〈http://work.michalkaut.net/CV_and_study/SG_evaluation_abstract.htm〉.
-
-
-
-
41
-
-
0032674969
-
Dual decomposition in stochastic integer programming
-
Carøe C.C., and Schultz R. Dual decomposition in stochastic integer programming. Operations Research Letters 24 (1999) 27-45
-
(1999)
Operations Research Letters
, vol.24
, pp. 27-45
-
-
Carøe, C.C.1
Schultz, R.2
-
42
-
-
0030235440
-
Progressive hedging and tabu search applied to mixed-integer (0,1) multi-stage stochastic programming
-
Løkketangen A., and Woodruff D.L. Progressive hedging and tabu search applied to mixed-integer (0,1) multi-stage stochastic programming. Journal of Heuristics 2 (1996) 111-128
-
(1996)
Journal of Heuristics
, vol.2
, pp. 111-128
-
-
Løkketangen, A.1
Woodruff, D.L.2
-
43
-
-
0033703331
-
Lagrangian solution techniques and bounds for loosely coupled mixed-integer stochastic programs
-
Takriti S., and Birge J.R. Lagrangian solution techniques and bounds for loosely coupled mixed-integer stochastic programs. Operations Research 48 1 (2000) 91-98
-
(2000)
Operations Research
, vol.48
, Issue.1
, pp. 91-98
-
-
Takriti, S.1
Birge, J.R.2
-
45
-
-
36849028710
-
-
Kaut M, Wallace SW. Stability analysis of a portfolio management model based on the conditional value-at-risk measure, 2003. Downloadable from website: 〈http://work.michalkaut.net/CV_and_study/CVaR_stability_abstract.htm〉.
-
-
-
-
46
-
-
36849063247
-
-
ILOG OPL Studio 3.7: Studio user's manual. ILOG SA, 2003.
-
-
-
-
47
-
-
0041500849
-
Multistage stochastic integer programming: an introduction
-
Grötschel M., Krumke S.O., and Rambau J. (Eds), Springer, Berlin
-
Römisch W., and Schultz R. Multistage stochastic integer programming: an introduction. In: Grötschel M., Krumke S.O., and Rambau J. (Eds). Online optimization of large scale systems (2001), Springer, Berlin 581-600
-
(2001)
Online optimization of large scale systems
, pp. 581-600
-
-
Römisch, W.1
Schultz, R.2
-
48
-
-
36849014943
-
-
SAS OnlineDoc, Version 8. SAS Institute Inc, 1999.
-
-
-
|