Stable stochastic capacity expansion with variable renewables: Comparing moment matching and stratified scenario generation sampling

Applied Energy ◽

10.1016/j.apenergy.2021.117538 ◽

2021 ◽

Vol 302 ◽

pp. 117538

Author(s):

Stian Backe ◽

Mohammadreza Ahang ◽

Asgeir Tomasgard

Keyword(s):

Capacity Expansion ◽

Scenario Generation ◽

Moment Matching ◽

Stochastic Capacity

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Polynomial-time algorithms for single resource stochastic capacity expansion models with lost sales

INFOR Information Systems and Operational Research ◽

10.1080/03155986.2021.1971594 ◽

2021 ◽

pp. 1-20

Author(s):

Majid Taghavi ◽

Kai Huang ◽

Amirmohsen Golmohammadi

Keyword(s):

Polynomial Time ◽

Capacity Expansion ◽

Lost Sales ◽

Polynomial Time Algorithms ◽

Stochastic Capacity

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An efficient curve in stochastic capacity expansion

Omega ◽

10.1016/0305-0483(83)90004-x ◽

1983 ◽

Vol 11 (2) ◽

pp. 147-153 ◽

Cited By ~ 1

Author(s):

Hee Won Kang ◽

Sung Joo Park

Keyword(s):

Capacity Expansion ◽

Stochastic Capacity

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Multi-stage scenario generation by the combined moment matching and scenario reduction method

Operations Research Letters ◽

10.1016/j.orl.2014.06.006 ◽

2014 ◽

Vol 42 (5) ◽

pp. 374-377 ◽

Cited By ~ 11

Author(s):

Uladzimir Rubasheuski ◽

Johan Oppen ◽

David L. Woodruff

Keyword(s):

Reduction Method ◽

Scenario Generation ◽

Moment Matching ◽

Scenario Reduction ◽

Multi Stage

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Heuristic Moment Matching based Scenario Generation for Regional Energy Network Planning considering the Stochastic Generation and Demands

2020 19th International Symposium on Distributed Computing and Applications for Business Engineering and Science (DCABES) ◽

10.1109/dcabes50732.2020.00027 ◽

2020 ◽

Author(s):

Zhonghua Chen ◽

Qiang Xu ◽

Qian Hu ◽

Xianqing Chen ◽

Qiang Yang

Keyword(s):

Network Planning ◽

Scenario Generation ◽

Moment Matching ◽

Stochastic Generation ◽

Regional Energy ◽

Energy Network

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Comment on “An algorithm for moment-matching scenario generation with application to financial portfolio optimization”

European Journal of Operational Research ◽

10.1016/j.ejor.2018.02.028 ◽

2018 ◽

Vol 269 (3) ◽

pp. 1180-1184

Author(s):

Juan Pablo Contreras ◽

Paul Bosch ◽

Mauricio Herrera

Keyword(s):

Portfolio Optimization ◽

Scenario Generation ◽

Moment Matching ◽

Financial Portfolio

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Stochastic capacity expansion models for airport facilities

Transportation Research Part B Methodological ◽

10.1016/j.trb.2015.06.009 ◽

2015 ◽

Vol 80 ◽

pp. 1-18 ◽

Cited By ~ 11

Author(s):

Yanshuo Sun ◽

Paul Schonfeld

Keyword(s):

Capacity Expansion ◽

Stochastic Capacity

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Scenario generation in stochastic programming using principal component analysis based on moment-matching approach

OPSEARCH ◽

10.1007/s12597-019-00418-8 ◽

2019 ◽

Vol 57 (1) ◽

pp. 190-201

Author(s):

Isha Chopra ◽

Dharmaraja Selvamuthu

Keyword(s):

Principal Component Analysis ◽

Stochastic Programming ◽

Principal Component ◽

Component Analysis ◽

Scenario Generation ◽

Moment Matching

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An algorithm for moment-matching scenario generation with application to financial portfolio optimisation

European Journal of Operational Research ◽

10.1016/j.ejor.2014.07.049 ◽

2015 ◽

Vol 240 (3) ◽

pp. 678-687 ◽

Cited By ~ 7

Author(s):

K. Ponomareva ◽

D. Roman ◽

P. Date

Keyword(s):

Scenario Generation ◽

Portfolio Optimisation ◽

Moment Matching ◽

Financial Portfolio

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Stochastic capacity expansion with multiple sources of capacity

Operations Research Letters ◽

10.1016/j.orl.2014.04.005 ◽

2014 ◽

Vol 42 (4) ◽

pp. 263-267 ◽

Cited By ~ 3

Author(s):

Majid Taghavi ◽

Kai Huang

Keyword(s):

Capacity Expansion ◽

Multiple Sources ◽

Stochastic Capacity

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Stochastic Capacity Expansion Planning of Remote Microgrids With Wind Farms and Energy Storage

IEEE Transactions on Sustainable Energy ◽

10.1109/tste.2014.2376356 ◽

2015 ◽

Vol 6 (2) ◽

pp. 491-498 ◽

Cited By ~ 86

Author(s):

Ehsan Hajipour ◽

Mokhtar Bozorg ◽

Mahmud Fotuhi-Firuzabad

Keyword(s):

Energy Storage ◽

Wind Farms ◽

Capacity Expansion ◽

Expansion Planning ◽

Stochastic Capacity

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