Multistage Adaptive Robust Optimization for the Unit Commitment Problem.
Álvaro LorcaX. Andy SunEugene LitvinovTongxin ZhengPublished in: Oper. Res. (2016)
Keyphrases
- multistage
- robust optimization
- stochastic programming
- unit commitment
- power generation
- lot sizing
- stochastic optimization
- mixed integer programming
- single stage
- dynamic programming
- production system
- mathematical programming
- max min
- portfolio selection
- single item
- decision theory
- mixed integer
- linear program
- capacity expansion
- expert systems
- search algorithm
- metaheuristic
- optimal policy
- special case
- search space