Risk neutral and risk averse approaches to multistage stochastic programming with applications to hydrothermal operation planning problems
The main objective of this thesis is to investigate risk neutral and risk averse approaches to multistage stochastic programming with applications to hydrothermal operation planning problems. The purpose of hydrothermal system operation planning is to define an operation strategy which, for each sta...
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Georgia Institute of Technology
2013
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| Online Access: | http://hdl.handle.net/1853/47582 |