1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2024★ 1 cited
Long-term Hydrothermal Bid-based Market Simulator
Joaquim Dias Garcia, Alexandre Street, Mario Veiga Pereira
Simulating long-term hydrothermal bid-based markets considering strategic agents is a challenging task. The representation of strategic agents considering intertemporal constraints…
math.OC2023
A Multicut Approach to Compute Upper Bounds for Risk-Averse SDDP
Joaquim Dias Garcia, Iago Leal, Raphael Chabar +1
Stochastic Dual Dynamic Programming (SDDP) is a widely used and fundamental algorithm for solving multistage stochastic optimization problems. Although SDDP has been frequently app…