Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets
From MaRDI portal
Publication:5087741
DOI10.1287/ijoc.2021.1150OpenAlexW4211153391MaRDI QIDQ5087741
Publication date: 1 July 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2021.1150
Uses Software
Cites Work
- Unnamed Item
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems
- A polyhedral study of production ramping
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- Scenario tree modeling for multistage stochastic programs
- The performance of stochastic dynamic and fixed mix portfolio models
- Tight MIP formulations for bounded up/down times and interval-dependent start-ups
- Min-up/min-down polytopes
- A tight MIP formulation of the unit commitment problem with start-up and shut-down constraints
- A decomposition approach to the two-stage stochastic unit commitment problem
- Multiarea Stochastic Unit Commitment for High Wind Penetration in a Transmission Constrained Network
- Strong Formulations for Multistage Stochastic Self-Scheduling Unit Commitment
- Introduction to Stochastic Programming
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Using Supply Functions for Offering Generation into an Electricity Market
- The Lagrangian Relaxation Method for Solving Integer Programming Problems
- Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming
- Stochastic Power Generation Unit Commitment in Electricity Markets: A Novel Formulation and a Comparison of Solution Methods
- Cutting Planes for Multistage Stochastic Integer Programs
This page was built for publication: Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets