Optimal scenario tree reduction for stochastic streamflows in power generation planning problems. - Welington Luis de Oliveira; Claudia A. Sagastizábal; Débora Dias Jardim Penna; Maria Elvira Piñeiro Maceira; Jorge Machado Damázio (Optim. Methods Softw., 2010)

Application of CVaR risk aversion approach in the expansion and operation planning and for setting the spot price in the Brazilian hydrothermal interconnected system. - Maria Elvira Piñeiro Maceira; L. G. B. Marzano; Débora Dias Jardim Penna; Andre L. Diniz Souto Lima; T. C. Justino (PSCC, 2014)

A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning. - Andre Luiz Diniz; Maria Elvira Piñeiro Maceira; Cesar Luis V. Vasconcellos; Débora Dias Jardim Penna (Ann. Oper. Res., 2020)