Sagastizbal Claudia

Claudia Sagastizbal

Information about the author Claudia Sagastizbal will soon be added to the site.
Found 6 papers in total
Exploiting the structure of autoregressive processes in chance‐constrained multistage stochastic linear programs
Exploiting the structure of autoregressive processes in chance‐constrained multistage stochastic linear programs
2012
We consider an interstage dependent stochastic process whose components follow an...
Solving generation expansion planning problems with environmental constraints by a bundle method
Solving generation expansion planning problems with environmental constraints by a bundle method
2012
We discuss the energy generation expansion planning with environmental constraints,...
The value of rolling‐horizon policies for risk‐averse hydro‐thermal planning
The value of rolling‐horizon policies for risk‐averse hydro‐thermal planning
2012
We consider the optimal management of a hydro‐thermal power system in the mid...
Optimization of real asset portfolio using a coherent risk measure: application to oil and energy industries
Optimization of real asset portfolio using a coherent risk measure: application to oil and energy industries
2011
We consider the problem of optimally determining an investment portfolio for an energy...
On the relation between 𝒰-Hessian and second-order epi-derivatives
On the relation between 𝒰-Hessian and second-order epi-derivatives
2004
We consider second-order objects for a convex function defined as the maximum of a...
Variable metric bundle methods: From conceptual to implementable forms
Variable metric bundle methods: From conceptual to implementable forms
1997
To minimize a convex function, we combine Moreau–Yosida regularizations,...
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