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Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application.
Ricardo M. Lima
Antonio J. Conejo
Loïc Giraldi
Olivier P. Le Maître
Ibrahim Hoteit
Omar M. Knio
Published in:
INFORMS J. Comput. (2022)
Keyphrases
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stochastic programming
robust optimization
risk averse
chance constrained
power plant
multistage
linear program
mathematical programming
portfolio selection
portfolio optimization
historical data
special case
semidefinite programming
linear programming
fault diagnosis
decision theory
utility function