Sampling strategies and stopping criteria for stochastic dual dynamic programming: a case study in long-term hydrothermal scheduling

2011 ◽  
Vol 2 (1) ◽  
pp. 1-31 ◽  
Author(s):  
Tito Homem-de-Mello ◽  
Vitor L. de Matos ◽  
Erlon C. Finardi
Keyword(s):  
Dynamic Programming ◽  
Sampling Strategies ◽  
Stopping Criteria ◽  
Stochastic Dual Dynamic Programming ◽  
Hydrothermal Scheduling ◽  
Dual Dynamic Programming

A Convergence Criterion for Stochastic Dual Dynamic Programming: Application to the Long-Term Operation Planning Problem

2018 ◽  
Vol 33 (4) ◽  
pp. 3678-3690 ◽  
Author(s):  
Rafael Bruno S. Brandi ◽  
Andre Luis Marques Marcato ◽  
Bruno Henriques Dias ◽  
Tales Pulinho Ramos ◽  
Ivo Chaves da Silva Junior
Keyword(s):  
Dynamic Programming ◽  
Convergence Criterion ◽  
Planning Problem ◽  
Operation Planning ◽  
Stochastic Dual Dynamic Programming ◽  
Term Operation ◽  
Dual Dynamic Programming

Using stochastic dual dynamic programming and a periodic autoregressive model for wind-hydrothermal long-term planning

2015 ◽  
Author(s):  
Isabela Ferreira Pereira ◽  
Lara Hoffmann ◽  
Leonardo de Oliveira Willer ◽  
Ivo da Silva Chaves ◽  
Edimar Jose de Oliveira ◽  
...  
Keyword(s):  
Dynamic Programming ◽  
Autoregressive Model ◽  
Stochastic Dual Dynamic Programming ◽  
Dual Dynamic Programming
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