|edoc-Server der Humboldt-Universität zu Berlin|
Suvrajeet Sen, University of Arizona|
Lihua Yu, University of Arizona
Talat Genc, University of Arizona
|Title:||A stochastic programming approach to power portfolio optimization|
|Date of Acceptance:||09.01.2003|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
Operations research |
INFORMS (Linthicum, Md.)
|Metadata export: To export the complete metadata set as Endote or Bibtex format please click to the appropriate link.||Endnote Bibtex|
|The DASH model for Power Portfolio Optimization provides a tool which helps decision-makers coordinate production decisions with opportunities in the wholesale power market. The methodology is based on a stochastic programming model which selects portfolio positions that perform well on a variety of scenarios generated through statistical modeling and optimization. When compared with a commonly used fixed-mix policy, our experiments demonstrate that the DASH model provides significant advantages over several fixed-mix policies.|
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