A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
DOI10.1007/S11081-005-6794-0zbMATH Open1093.90032OpenAlexW2065197983MaRDI QIDQ2575245FDOQ2575245
Rüdiger Schultz, M. P. Nowak, Markus Westphalen
Publication date: 8 December 2005
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11081-005-6794-0
Applications of mathematical programming (90C90) Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic programming (90C15) Integer programming (90C10) Trade models (91B60)
Cites Work
- Title not available (Why is that?)
- Proximity control in bundle methods for convex nondifferentiable minimization
- Dual decomposition in stochastic integer programming
- Supply Function Equilibria in Oligopoly under Uncertainty
- Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty
- Unit commitment in power generation -- a basic model and some extensions
- A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty
- Stochastic integer programming: general models and algorithms
- Stochastic programming with integer variables
- Optimal Offer Construction in Electricity Markets
- Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
- Equilibrium values in a competitive power exchange market
Cited In (21)
- Risk neutral and risk averse power optimization in electricity networks with dispersed generation
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- A two-stage stochastic programming model for electric energy producers
- Unit commitment in electricity pool markets
- Large-scale unit commitment under uncertainty: an updated literature survey
- A new optimal electricity market bid model solved through perspective cuts
- Divide to conquer: decomposition methods for energy optimization
- Stochastic set packing problem
- Structuring Bilateral Energy Contract Portfolios in Competitive Markets
- On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units
- Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty
- A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts
- Medium-term planning for thermal electricity production
- A unit commitment-based fuzzy bilevel electricity trading model under load uncertainty
- Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
- TRIPODS/MOPTA 2018 special issue on energy and optimization
- On a stochastic sequencing and scheduling problem
- Quantitative stability of fully random mixed-integer two-stage stochastic programs
- One step-ahead ANFIS time series model for forecasting electricity loads
Uses Software
This page was built for publication: A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2575245)
