|
|||||
|
|
Risk neutral and risk averse Stochastic Dual Dynamic Programming method |
|
| Authors: | Alexander Shapiro Wajdi Tekaya Joari Paulo da Costa Murilo Pereira Soares |
| Institution: | 1. School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA 30332-0205, USA;2. ONS – Operador Nacional do Sistema Elétrico, Rua da Quitanda, 196, Centro Rio de Janeiro, RJ 20091-005, Brazil |
| Abstract: | |
| Keywords: | Multistage stochastic programming Dynamic equations Stochastic Dual Dynamic Programming Sample average approximation Risk averse Average Value-at-Risk |
| 本文献已被 ScienceDirect 等数据库收录！ | |