A Stochastic Programming Approach to Power Portfolio Optimization
نویسندگان
چکیده
منابع مشابه
A Stochastic Programming Approach to Power Portfolio Optimization
A STOCHASTIC PROGRAMMING APPROACH TO POWER PORTFOLIO OPTIMIZATION Suvrajeet Sen Lihua Yu Talat Genc Raptor Laboratory, SIE Department, University of Arizona, Tucson, AZ 85721,U.S.A. September 20,2004 We consider a power portfolio optimization model that is intended as a decision aid for scheduling and hedging (DASH) in the wholesale power market. Our multi-scale model integrates the unit commit...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2006
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1050.0264