Scenario construction and reduction applied to stochastic power generation expansion planning
نویسندگان
چکیده
منابع مشابه
Scenario construction and reduction applied to stochastic power generation expansion planning
A challenging aspect of applying stochastic programming in a dynamic setting is to construct a set of discrete scenarios that well represents multivariate stochastic processes for uncertain parameters. Often this is done by generating a scenario tree using a statistical procedure and then reducing its size while maintaining its statistical properties. In this paper, we test a new scenario reduc...
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Welington Luis de Oliveira; Claudia Sagastizábal; Débora Dias Jardim Penna; Maria Elvira Piñeiro Maceira; Jorge Machado Damázio 2 Electric Power Research Center – CEPEL, CP 68007 Rio de Janeiro, Brazil. 3 IMPA – Estrada Dona Castorina 110, Jardim Botânico, Rio de Janeiro, Brazil. Research of this author is supported in part by CNPq Grant 30345-2008/9, by PRONEX-Optimization, and by FAPERJ. 4 Ri...
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Portfolio and risk management problems of power utilities may be modeled by multistage stochastic programs. These models use a set of scenarios and corresponding probabilities to model the multivariate random data process (electrical load, stream flows to hydro units, and fuel and electricity prices). For most practical problems the optimization problem that contains all possible scenarios is t...
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ژورنال
عنوان ژورنال: Computers & Operations Research
سال: 2013
ISSN: 0305-0548
DOI: 10.1016/j.cor.2012.05.005