Multi-Stage Distributionally Robust Stochastic Dual Dynamic Programming to Multi-Period Economic Dispatch with Virtual Energy Storage

2021 ◽  
pp. 1-1
Author(s):  
Tao Ding ◽  
Xiaosheng Zhang ◽  
Runzhao Lu ◽  
Ming Qu ◽  
Mohammad Shahidehpour ◽  
...  
Keyword(s):  
Dynamic Programming ◽  
Energy Storage ◽  
Economic Dispatch ◽  
Stochastic Dual Dynamic Programming ◽  
Multi Stage ◽  
Distributionally Robust ◽  
Dual Dynamic Programming

Risk neutral and risk averse Stochastic Dual Dynamic Programming method

2013 ◽  
Vol 224 (2) ◽  
pp. 375-391 ◽  
Author(s):  
Alexander Shapiro ◽  
Wajdi Tekaya ◽  
Joari Paulo da Costa ◽  
Murilo Pereira Soares
Keyword(s):  
Dynamic Programming ◽  
Programming Method ◽  
Dynamic Programming Method ◽  
Risk Averse ◽  
Stochastic Dual Dynamic Programming ◽  
Risk Neutral ◽  
Dual Dynamic Programming

scholarly journals A Stochastic Dual Dynamic Programming Framework for Multiscale MPC

2018 ◽  
Vol 51 (20) ◽  
pp. 493-498 ◽  
Author(s):  
Ranjeet Kumar ◽  
Michael J. Wenzel ◽  
Matthew J. Ellis ◽  
Mohammad N. ElBsat ◽  
Kirk H. Drees ◽  
...  
Keyword(s):  
Dynamic Programming ◽  
Stochastic Dual Dynamic Programming ◽  
Programming Framework ◽  
Dual Dynamic Programming
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