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8 research outputs found

On Solving Multistage Stochastic Programs with Coherent Risk Measures

Author: Andy Philpott
Erlon Finardi
Maceira MEP
Maceira MEP
Maceira MEP
Nesterov Y
Vitor de Matos
Publication venue: 'Institute for Operations Research and the Management Sciences (INFORMS)'
Publication date
Field of study

A STOCHASTIC PROGRAMMING APPROACH TO LIQUIFIED NATURAL GAS PLANNING

Author: ANDERSSON H
BARNHART C
BIRGE JR
BONNANS JF
FODSTAD M
FOSS BA
GRØNHAUG R
GRØNHAUG R
GRØNHAUG R
HALVORSEN-WEARE E
Larissa F.T. Faria
Leonardo A.M. Moraes
MACEIRA MEP
RAKKE JG
STÅLHANE M
SÖNMEZ E
ZHENG Q
Publication venue: 'FapUNIFESP (SciELO)'
Publication date
Field of study

Determination of the carbon market incremental payoff considering a stochastic jump-diffusion process

Author: Albert Cordeiro Geber Melo
BATISTA FRS
BATISTA FRS
BLACK F
COX JC
DALE VH
DIXIT A
Fabio Rodrigo Siqueira Batista
GRANT D
HULL J
JONG BHJ
José Paulo Teixeira
LONGSTAFF FA
MACEIRA MEP
MERTON RC
PEREIRA MVF
REEDMAN L
ROQUES FA
SIEGEL DR
Tara Keshar Nanda Baidya
TSAY RS
Publication venue: 'FapUNIFESP (SciELO)'
Publication date
Field of study

Optimization techniques for the Brazilian natural gas network planning problem

Author: A Ruszczyński
AJ Kleywegt
C Fábián
C Sagastizábal
G Pflug
H Heitsch
H Heitsch
J Bonnans
J Dupacová
J Kelley Jr
JR Birge
KJ Singh
Leonardo A. M. Moraes
MEP Maceira
P Schütz
R Correa
RV Slyke
S Kazempour
Sergio V. B. Bruno
T Santoso
W Oliveira de
W Oliveira de
Welington de Oliveira
WL Oliveira de
X Li
X Li
X Li
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

A hybrid dynamic programming - Tabu Search approach for the long-term hydropower scheduling problem

Author: A Fisher
A Marchand
A Tilmant
A Turgeon
AV Vecchia
BA Faber
D Haguma
D Haguma
H Hurst
J Pina
JC Grygier
JD Salas
JLB Brandao
JN Tsitsiklis
JR Stedinger
M Deisenroth
M Gendreau
M Giuliani
M Karamouz
MA Olivares
MEP Maceira
MVF Pereira
N Abd-Alsabour
NV Arvanitidis
P Ailliot
P Bartolini
P Girardeau
PL Carpentier
Q Desreumaux
R Bellman
R Oliveira
RM Van Slyke
ROC Scarcelli
RT Rockafellar
S Nidhal
SWD Turner
V Fortin
X Bai
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

INTRODUCING A CAUSAL PAR( p ) MODEL TO EVALUATE THE INFLUENCE OF CLIMATE VARIABLES IN RESERVOIR INFLOWS: A BRAZILIAN CASE

Author: AHO K
ANDERSON PL
BROCK WA
CHAN K-S
COCHRANE D
EFRON B
Fernanda Villa Nova de Almeida
Fernando Luiz Cyrino Oliveira
HIPEL KW
KELMAN J
KUENSCH HR
KUMAR DN
LIMA CHR
LIMA MLM
MACEIRA MEP
MAITY R
MCLEOD AI
MONDAL MS
OLIVEIRA FLC
OLIVEIRA FLC
OLIVEIRA FLC
Paula Medina Maçaira
Pedro Guilherme Costa Ferreira
PEREIRA MVF
PINGUELLI LR
RAVINES RR
Reinaldo Castro Souza
SOUZA FILHO FA
TERRY LA
TRAPLETTI A
URSU E
UVO CB
ZEILEIS A
Publication venue: 'FapUNIFESP (SciELO)'
Publication date
Field of study

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

Author: A Muller
A Philpott
A Prekopa
A Ruszczynski
A Shapiro
A Shapiro
A Shapiro
AB Philpott
AJ Askew
Andre Luiz Diniz
A A Gaivoronski
B Mo
B Rudloff
BA Faber
BH Dias
Cesar Luis V. Vasconcellos
CJ Donohue
D Dentcheva
Debora Dias J. Penna
DP Morton
E Gil
G Infanger
G Pritchard
GC Pflug
J Velasquez-Bermudez
J Zou
JD Little
JF Benders
JR Birge
L Andrieu
L Escudero
L Latorre
L Terry
LF Escudero
M Dempster
M Sniedovich
Maria Elvira P. Maceira
MEP Maceira
MVF Pereira
MVF Pereira
N Tufegdzig
NV Arvantidis
P Carpentier
R Gollmer
R Gollmer
RA Collado
RA Ponrajah
RE Bellman
RH Hicks
RJ Pinto
RN Brudenell
S Stage
T Lohman
TA Rotting
TAA Neto
TH de Mello
V Guigues
V Kozmik
VL de Matos
ZK Shawwash
ZL Chen
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Challenges in the Management of Hydroelectric Generation in Power System Operations

Author: A Ben-Tal
A Brigatto
A Philpott
A Philpott
A Shapiro
A Shapiro
A Shapiro
A Street
AB Philpott
B Maluenda
B Mo
B Rudloff
C Gauvin
C Gauvin
D Bertsimas
DF Salas
E Delage
H Dashti
J Zou
JF Benders
K Yurekli
MEP Maceira
MN Hjelmeland
MS Mondal
MVF Pereira
MVF Pereira
N Löhndorf
N Löhndorf
N Löhndorf
P Mohajerin Esfahani
R Castro Souza
RBDS Brandi
S Vicuna
S Vicuna
T Homem-De-Mello
T Homem-De-Mello
T Lohmann
TA Røtting
Z Zhang
Á Lorca
Á Lorca
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

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