Risk-averse formulations and methods for a virtual power plant
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Publication:1652695
DOI10.1016/j.cor.2017.12.007zbMath1458.91157OpenAlexW2775138256MaRDI QIDQ1652695
Omar M. Knio, Ricardo M. Lima, Antonio J. Conejo, Sabique Langodan, Ibrahim Hoteit
Publication date: 11 July 2018
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10754/626422
energystochastic programmingconditional value at riskoptimization under uncertaintyvirtual power plant
Stochastic programming (90C15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
Related Items (4)
Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application ⋮ Conditional value‐at‐risk beyond finance: a survey ⋮ Sample average approximation for risk-averse problems: a virtual power plant scheduling application ⋮ Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system
Uses Software
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