Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning

Nazare, Felipe and Alexandre Street, "Solving multistage stochastic linear programming via regularized linear decision rules: An application to hydrothermal dispatch planning." European Journal of Operational Research, December 2022.

The published version of the paper is available at EJOR webpage https://doi.org/10.1016/j.ejor.2022.12.039

Download the full authors' manuscript version at https://arxiv.org/abs/2110.03146