Browsing Produção Intelectual em Bases Externas by Title "SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning"

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SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning

Guigues, Vincent Gérard Yannick
2014-01

We consider interstage dependent stochastic linear programs where both the random right-hand side and the model of the underlying stochastic process have a special structure. Namely, for equality constraints (resp. inequality ...