Short-term electricity procurement: a rolling horizon stochastic programming approach

DOI10.1016/j.apm.2011.02.002zbMath1221.91029OpenAlexW2045475564MaRDI QIDQ639168

Nicola Sorrentino, Antonio Violi, Nadia Scordino, Patrizia Beraldi

Publication date: 18 September 2011

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2011.02.002

zbMATH Keywords

stochastic programmingelectricity marketrisk managementrolling horizon framework

Mathematics Subject Classification ID

Stochastic programming (90C15) Auctions, bargaining, bidding and selling, and other market models (91B26) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (4)

Coordination between long-term decision process and day-ahead unit commitment in deregulated markets: a fuzzy hierarchical bi-level modeling approach ⋮ Multicomponent Maintenance Optimization: A Stochastic Programming Approach ⋮ Water distribution networks design under uncertainty ⋮ Optimising Energy Procurement for Small and Medium-Sized Enterprises

Uses Software

• AIMMS

Cites Work

• Unnamed Item
• Coherent Measures of Risk
• A multistage formulation for generation companies in a multi-auction electricity market
• Introduction to Stochastic Programming
• Applications of Stochastic Programming
• Scenarios for multistage stochastic programs
• On consistency of stochastic dominance and mean-semideviation models

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