2005-11-15Buch DOI: 10.18452/2685
Power Scheduling in a Hydro-Thermal System under Uncertainty
A multi-stage stochastic programming model for power scheduling under uncertainty in a generation system comprising thermal and pumped-storage hydro units is developed. For its computational solution two different decomposition schemes are elaborated: Stochastic Lagrangian relaxation and scenario decomposition. Numerical results are reported for realistic data from a German power utility.
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