Sampling strategies and stopping criteria for stochastic dual dynamic programming: A case study in long-term hydrothermal scheduling

Keyphrases

• Stopping Criterion 100%
• Sampling Strategy 100%
• Scenario Tree 100%
• Stochastic Dual Dynamic Programming 100%
• Long-term Hydrothermal Scheduling 100%
• Stochastic Dual Dynamic Programming Algorithm 100%
• Planning Horizon 100%
• Energy Resources 50%
• Multi-annual 50%
• Power System 50%
• Stochastic Processes 50%
• Monte Carlo 50%
• Optimal Policy 50%
• Sampling Methods 50%
• Optimization Algorithm 50%
• Multi-stage Stochastic Program 50%
• Latin Hypercube Sampling 50%
• Randomized quasi-Monte Carlo 50%
• Thermal Plant 50%
• Hydro Plant 50%
• Stage number 50%
• Statistical Hypothesis Testing 50%
• Resource Uncertainty 50%
• Annual Planning 50%
• Water Energy 50%
• Brazilian Power System 50%
• Alternative Criteria 50%
• Most Important Problem 50%
• Alternative Sampling Strategies 50%

INIS

• sampling 100%
• stochastic processes 100%
• dynamic programming 100%
• algorithms 66%
• planning 33%
• monte carlo method 33%
• power systems 33%
• hypothesis 16%
• applications 16%
• energy 16%
• resources 16%
• policy 16%
• optimization 16%
• underwater 16%

Mathematics

• Stochastics 100%
• Monte Carlo 40%
• Planning Horizon 40%
• Stochastic Process 20%
• Optimal Policy 20%
• Hypothesis Test 20%
• Latin Hypercube 20%
• Statistical Hypothesis 20%