Stochastic Programming Models in Energy

By Stein W. Wallace, Stein-Erik Fleten. 2003

270 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/72a63de559541287964e14876e260f41551d83c1

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In Electrical and Electronic Engineering

In Ocean Engineering

Citations in the corpus

Stochastic Optimization Model to Study the Operational Impacts of High Wind Penetrations in Ireland (2011, background): “The reviews in [14] and [15] give a broad overview of existing approaches and applications.”
Two-Stage Minimax Regret Robust Unit Commitment (2013, unknown): “, [2] and [10] and references therein).”
Task-based End-to-end Model Learning (2017, unknown): “It has applications in many domains such as energy (Wallace & Fleten, 2003), ﬁnance (Ziemba & Vick-son, 2006), and manufacturing (Buzacott & Shanthikumar, 1993), where the underlying probability distributions are either known or can be estimated.”
Assessing marginal water values in multipurpose multireservoir systems via stochastic programming (2008, unknown): “The use of optimization models is also widespread in the hydropower industry where the marginal value of water is a key factor for scheduling reservoir releases and thus hydropower generation [Wallace and Fleten, 2003].”
Generation of multivariate scenario trees to model stochasticity in power management (2005, background): “The operation of power systems under deregulated market conditions leads to an increasing interest in incorporating uncertainty and risk into optimization models (see [12], [ 33 ], [34]).”
Task-based End-to-end Model Learning in Stochastic Optimization (2017, background): “It has applications in many domains such as energy [1], finance [2], and manufacturing [3], where the underlying probability distributions are either known or can be estimated.”
Optimal power flow: a bibliographic survey I (2012, methodology): “Optimization methods have been widely used in power system operation, analysis, and planning [48, 158].”
Scenario reduction and scenario tree construction for power management problems (2003, unknown): “[1], [6] , [7], [8], [10], [15], [18], [21], [22] and the state-of-the-art s urvey [24].”
Long- and Medium-term Operations Planning and Stochastic Modelling in Hydro-dominated Power Systems Based on Stochastic Dual Dynamic Programming (2010, methodology): “An overview of other models based on stochastic programming is given in Wallace and Fleten (2003) .”