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IOR
2010
13 years 9 months ago
2010
We discuss a stochastic-programming-based method for scheduling electric power generation subject to uncertainty. Such uncertainty may arise from either imperfect forecasting or m...
IOR
2010
13 years 9 months ago
2010
We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
IOR
2006
13 years 11 months ago
2006
We present fully sequential procedures for steady-state simulation that are designed to select the best of a finite number of simulated systems when "best" is defined by...
IOR
2006
13 years 11 months ago
2006
The DASH model for Power Portfolio Optimization provides a tool which helps decision-makers coordinate production decisions with opportunities in the wholesale power market. The m...
IOR
2010
13 years 9 months ago
2010
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...