Multi-stage stochastic optimization applied to energy planning

Estimating means when sampling gives probabilities as well as values or “Looking a gift horse in the mouth”

Statistics and Computing

Stochastic Market Equilibrium Model For Generation Planning

Probability in the Engineering and Informational Sciences

Bilevel optimization applied to strategic pricing in competitive electricity markets

Computational Optimization and Applications

Medium term scheduling of a hydro-thermal system using stochastic model predictive control

Automatica (Journal of IFAC)

Optimizing profits from hydroelectricity production

Computers and Operations Research

On stochastic dynamic programming for solving large-scale planning problems under uncertainty

Computers and Operations Research

An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time

Mathematics of Operations Research

Fuzzy-stochastic-based violation analysis method for planning water resources management systems with uncertain information

Information Sciences: an International Journal

A stochastic programming model for water resource planning

Mathematical and Computer Modelling: An International Journal

On the convergence of stochastic dual dynamic programming and related methods

Operations Research Letters

A Stochastic Mixed-Integer Programming approach to the energy-technology management problem

Computers and Industrial Engineering

SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy

INFORMS Journal on Computing

Optimization simulation: the case of multi-stage stochastic decision models

Proceedings of the Winter Simulation Conference

Limited multi-stage stochastic programming for managing water supply systems

Environmental Modelling & Software

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

Computational Optimization and Applications