Browsing Preprints aus dem Institut für Mathematik by Subject "scenario generation"

Now showing items 1-2 of 2

2005-11-04Buch

Modeling of Uncertainty for the Real-Time Management of Power Systems

Gröwe-Kuska, Nicole; Nowak, Matthias Peter; Wegner, Isabel

A major issue in the application of multistage stochastic programming to model the cost-optimal generation and trading of electric power is the approximation of the underlying stochastic data processes by tree-structured ...
2005-11-16Buch

Power Management in a Hydro-Thermal System under Uncertainty by Lagrangian Relaxation

Gröwe-Kuska, Nicole; Kiwiel, Krzysztof C.; Nowak, Matthias Peter; Römisch, Werner; Wegner, Isabel

We present a dynamic multi-stage stochastic programming model for the cost-optimal generation of electric power in a hydro-thermal system under uncertainty in load, inflow to reservoirs and prices for fuel and delivery ...