{"paper":{"title":"Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.LG","cs.SY","econ.EM","eess.SY","stat.ML"],"primary_cat":"math.OC","authors_text":"Alexandre Street, Felipe Nazare","submitted_at":"2021-10-07T02:36:14Z","abstract_excerpt":"The solution of multistage stochastic linear problems (MSLP) represents a challenge for many application areas. Long-term hydrothermal dispatch planning (LHDP) materializes this challenge in a real-world problem that affects electricity markets, economies, and natural resources worldwide. No closed-form solutions are available for MSLP and the definition of non-anticipative policies with high-quality out-of-sample performance is crucial. Linear decision rules (LDR) provide an interesting simulation-based framework for finding high-quality policies for MSLP through two-stage stochastic models. "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2110.03146","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2110.03146/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}