Débora Dias Jardim Penna

Twenty Years of Application of Stochastic Dual Dynamic Programming in Official and Agent Studies in Brazil-Main Features and Improvements on the NEWAVE Model

M.E.P. Maceiral, Débora Dias Jardim Penna, André Luiz Diniz et al. · 2018 · 81 citations

Business, Decision Sciences, Electrical Engineering +16

Optimal scenario tree reduction for stochastic streamflows in power generation planning problems

Welington Luis de Oliveira, Claudia Sagastizábal, Débora Dias Jardim Penna et al. · Optimization methods & software · 2009 · 55 citations

Natural Resources, Hydrology, Hydrologic Modeling +12

Application of CVaR risk aversion approach in the expansion and operation planning and for setting the spot price in the Brazilian hydrothermal interconnected system

Maria Elvira Piñeiro Maceira, L.G.B. Marzano, Débora Dias Jardim Penna et al. · International Journal of Electrical Power & Energy Systems · 2015 · 37 citations

Business, Economics, Systems Engineering +9

Application of CVaR risk aversion approach in the expansion and operation planning and for setting the spot price in the Brazilian hydrothermal interconnected system

Maria Elvira Piñeiro Maceira, L.G.B. Marzano, Débora Dias Jardim Penna et al. · 2014 · 32 citations

Business, Economics, Systems Engineering +9

A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning

André Luiz Diniz, Maria Elvira Piñeiro Maceira, César Luis Vilasbôa de Vasconcellos et al. · Annals of Operations Research · 2019 · 13 citations

Natural Resources, Petroleum Engineering, Reservoir Engineering +14