Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets
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Publication:5087741
DOI10.1287/IJOC.2021.1150OpenAlexW4211153391MaRDI QIDQ5087741FDOQ5087741
Authors: Kai Pan, Yongpei Guan 
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
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Cites Work
- Scenario tree modeling for multistage stochastic programs
- Introduction to stochastic programming.
- The Lagrangian Relaxation Method for Solving Integer Programming Problems
- A decomposition approach to the two-stage stochastic unit commitment problem
- Multiarea stochastic unit commitment for high wind penetration in a transmission constrained network
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- A polyhedral study of production ramping
- Stochastic Power Generation Unit Commitment in Electricity Markets: A Novel Formulation and a Comparison of Solution Methods
- Cutting planes for multistage stochastic integer programs
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- The performance of stochastic dynamic and fixed mix portfolio models
- Optimizing trading decisions for hydro storage systems using approximate dual dynamic programming
- Min-up/min-down polytopes
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems
- Title not available (Why is that?)
- Using Supply Functions for Offering Generation into an Electricity Market
- A tight MIP formulation of the unit commitment problem with start-up and shut-down constraints
- Strong formulations for multistage stochastic self-scheduling unit commitment
- Tight MIP formulations for bounded up/down times and interval-dependent start-ups
Cited In (5)
- An integrated market for electricity and natural gas systems with stochastic power producers
- Market-based coordination of integrated electricity and natural gas systems under uncertain supply
- Robust optimization-based generation self-scheduling under uncertain price
- Optimal policies for simultaneous energy consumption and ancillary service provision for flexible loads under stochastic prices and no capacity reservation constraint
- A Single-Settlement, Energy-Only Electric Power Market for Unpredictable and Intermittent Participants
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