Decomposition of large-scale stochastic optimal control problems
RAIRO-Oper. Res., 44 3 (2010) 167-183
Published online: 2010-07-23
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
Unit Commitment Without Commitment: A Dynamic Programming Approach for Managing an Integrated Energy System Under Uncertainty
David B. Brown and James E. SmithOperations Research (2025)
https://doi.org/10.1287/opre.2023.0546
Lagrangian Dual Decision Rules for Multistage Stochastic Mixed-Integer Programming
Maryam Daryalal, Merve Bodur and James R. LuedtkeOperations Research 72 (2) 717 (2024)
https://doi.org/10.1287/opre.2022.2366
(2024)
https://doi.org/10.2139/ssrn.4960492
Decomposition of Convex High Dimensional Aggregative Stochastic Control Problems
Adrien Seguret, Clemence Alasseur, J. Frédéric Bonnans, et al.Applied Mathematics & Optimization 88 (1) (2023)
https://doi.org/10.1007/s00245-023-09977-1
Unit Commitment without Commitment: A Dynamic Framework for Managing an Integrated Energy System Under Uncertainty
David B. Brown and James SmithSSRN Electronic Journal (2023)
https://doi.org/10.2139/ssrn.4596946
Distributed Multistage Optimization of Large-Scale Microgrids Under Stochasticity
Francois Pacaud, Michel De Lara, Jean-Philippe Chancelier and Pierre CarpentierIEEE Transactions on Power Systems 37 (1) 204 (2022)
https://doi.org/10.1109/TPWRS.2021.3087775
Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara and François PacaudJournal of Optimization Theory and Applications 186 (3) 985 (2020)
https://doi.org/10.1007/s10957-020-01733-7
Epiconvergence of relaxed stochastic optimization problems
Vincent LeclèreOperations Research Letters 47 (6) 553 (2019)
https://doi.org/10.1016/j.orl.2019.09.014
Stochastic decomposition applied to large-scale hydro valleys management
P. Carpentier, J.-Ph. Chancelier, V. Leclère and F. PacaudEuropean Journal of Operational Research 270 (3) 1086 (2018)
https://doi.org/10.1016/j.ejor.2018.05.025
Uncertainty-aware demand management of water distribution networks in deregulated energy markets
P. Sopasakis, A.K. Sampathirao, A. Bemporad and P. PatrinosEnvironmental Modelling & Software 101 10 (2018)
https://doi.org/10.1016/j.envsoft.2017.11.035
721 (2015)
https://doi.org/10.1109/ICRERA.2015.7418505
1669 (2014)
https://doi.org/10.1109/CDC.2014.7039639