A stochastic programming approach to power portfolio optimization
dc.contributor.author | Sen, Suvrajeet | |
dc.contributor.author | Yu, Lihua | |
dc.contributor.author | Genc, Talat | |
dc.contributor.editor | Higle, Julie L. | |
dc.contributor.editor | Römisch, Werner | |
dc.contributor.editor | Sen, Surrajeet | |
dc.date.accessioned | 2017-06-16T19:50:58Z | |
dc.date.available | 2017-06-16T19:50:58Z | |
dc.date.created | 2006-02-22 | |
dc.date.issued | 2003-01-09 | |
dc.date.submitted | 2002-12-14 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/8936 | |
dc.description.abstract | 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. | eng |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject.ddc | 510 Mathematik | |
dc.title | A stochastic programming approach to power portfolio optimization | |
dc.type | book | |
dc.identifier.urn | urn:nbn:de:kobv:11-110-18452/8936-1 | |
dc.identifier.doi | http://dx.doi.org/10.18452/8284 | |
local.edoc.type-name | Buch | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
dc.identifier.zdb | 2936317-2 | |
dcterms.bibliographicCitation.originalpublishername | INFORMS | |
dcterms.bibliographicCitation.originalpublisherplace | Linthicum, Md. | |
bua.series.name | Stochastic Programming E-Print Series | |
bua.series.issuenumber | 2003,2 |