Energy and reserve scheduling under correlated nodal demand uncertainty: An adjustable robust optimization approach.
Alexandre MoreiraAlexandre StreetJosé Manuel ArroyoPublished in: PSCC (2014)
Keyphrases
- robust optimization
- demand uncertainty
- mathematical programming
- stochastic optimization
- stochastic programming
- portfolio selection
- inventory management
- portfolio optimization
- max min
- supply chain
- scheduling problem
- service level
- lot sizing
- single stage
- production cost
- nash equilibrium
- resource allocation
- evolutionary algorithm
- decision making
- decision theory
- multistage
- lower bound