Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market

DOI10.1016/J.EJOR.2005.11.047zbMath1123.90311OpenAlexW2036914947MaRDI QIDQ877630

Javier García-González, Alicia Mateo, Ernesto Parrilla

Publication date: 3 May 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.11.047

zbMATH Keywords

mixed integer linear programmingrisk-aversionprofit maximizationCVaRday-ahead energy marketshydroelectric power generationshort-term hydro scheduling

Mathematics Subject Classification ID

Mixed integer programming (90C11) Deterministic scheduling theory in operations research (90B35)

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Cites Work

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• Analysis of time series subject to changes in regime
• A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty
• Medium-term hydro-thermal coordination via hydro and thermal subsystem decomposition
• Hydroelectric reservoir optimization in a pool market
• Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty

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