Network planning under uncertainty with an application to hydropower generation
نویسندگان
چکیده
منابع مشابه
Hydropower production planning and hedging under inflow and forward uncertainty
We consider longand medium-term production planning and hedging in a hydropower system under price and inflow uncertainty. The price uncertainty is modeled with a multidimensional forward curve model that considers time dependant spot volatility, the volatility curve’s maturity effect, and the forward curve’s correlation structure. We give a simple and intuitive parameterization for the optimal...
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ژورنال
عنوان ژورنال: Top
سال: 1994
ISSN: 1134-5764,1863-8279
DOI: 10.1007/bf02574759