Investment Decisions Under Uncertainty Using Stochastic Dynamic Programming: A Case Study of Wind Power

DOI10.1007/978-3-642-02493-1_14zbMATH Open1359.90068OpenAlexW54453765MaRDI QIDQ2974333FDOQ2974333

Authors: Klaus Vogstad, Trine Krogh Kristoffersen 

Publication date: 7 April 2017

Published in: Energy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-02493-1_14

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zbMATH Keywords

investmentreal optionsrenewable energywind powerstochastic dynamic programming

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Dynamic programming (90C39) Stochastic programming (90C15)

Cites Work

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Cited In (9)

• Microgrid investment under uncertainty: a real option approach using closed form contingent analysis
• Real option pricing model based on mean reversion applied in a wind power project
• A decision-making tool for project investments based on real options: the case of wind power generation
• A real options model for the disinvestment in conventional power plants
• An application of infinite horizon stochastic dynamic programming in multi-stage project investment decision-making
• Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation
• Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
• Investment timing and optimal capacity choice for small hydropower projects
• Photovoltaic power plants: a multicriteria approach to investment decisions and a case study in western Spain

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