Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization

DOI10.1007/S10479-019-03482-XMaRDI QIDQ827124zbMATH OpenOpenAlexFDO

Authors Site Wang, Harsha Gangammanavar, Scott J. Mason, Sandra D. Eksioglu

Publication date 6 January 2021

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-019-03482-x

zbMATH Keywords

economic dispatchstochastic decompositionreserve requirementsrolling horizon modelingstochastic multi-period optimization

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 777596 (Why is no real title available?)
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• A Note on Non‐Negative Arma Processes
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• Analysis of Financial Time Series
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• Finite master programs in regularized stochastic decomposition
• Introduction to stochastic programming.
• Lectures on stochastic programming. Modeling and theory.
• Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
• Multiarea stochastic unit commitment for high wind penetration in a transmission constrained network
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Stochastic decomposition. A statistical method for large scale stochastic linear programming
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• The empirical behavior of sampling methods for stochastic programming

Cited in

(3)

• Improved multiobjective differential evolution with spherical pruning algorithm for optimizing 3D printing technology parametrization process
• Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration
• Optimal sales and operations planning for integrated steel industries

Describes a project that uses

Uses Software

• SUTIL
• FinTS

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