On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning

Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.3K citations

Mathematical Programming, Risk Metric, Constrained Optimization +20

Multi-stage stochastic optimization applied to energy planning

M.V.F. Pereira, L.M.V.G. Pinto · Mathematical Programming · 1991 · 1.3K citations

Engineering, Energy Management, Energy Optimization +4

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

John R. Birge · Operations Research · 1985 · 583 citations

Mathematical Programming, Engineering, Stochastic Optimization +11

Analysis of stochastic dual dynamic programming method

Alexander Shapiro · European Journal of Operational Research · 2010 · 422 citations

Mathematical Programming, Engineering, Systems Engineering +4

Stochastic Optimization of a Multireservoir Hydroelectric System: A Decomposition Approach

M.V.F. Pereira, L.M.V.G. Pinto · Water Resources Research · 1985 · 420 citations

Engineering, Stochastic Optimization, Energy Management +15