Preprint
Aug 2026
Bounds for multi-horizon stochastic optimization with application to power generation and transmission expansion planning
This paper investigates computationally efficient methods for deriving bounds on the optimal value of multi-horizon stochastic optimization problems, with a particular focus on applications in power generation and transmission expansion planning. Multi-horizon stochastic programs capture sequential decision-making unde...
Giovanni Micheli, V. Varagapriya, Francesca Maggioni et al.
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