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2003-01-09Buch DOI: 10.18452/8284
A stochastic programming approach to power portfolio optimization
dc.contributor.authorSen, Suvrajeet
dc.contributor.authorYu, Lihua
dc.contributor.authorGenc, Talat
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T19:50:58Z
dc.date.available2017-06-16T19:50:58Z
dc.date.created2006-02-22
dc.date.issued2003-01-09
dc.date.submitted2002-12-14
dc.identifier.urihttp://edoc.hu-berlin.de/18452/8936
dc.description.abstractThe 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.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.subject.ddc510 Mathematik
dc.titleA stochastic programming approach to power portfolio optimization
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-110-18452/8936-1
dc.identifier.doihttp://dx.doi.org/10.18452/8284
local.edoc.container-titleStochastic Programming E-Print Series
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-publisher-nameINFORMS
local.edoc.container-publisher-placeLinthicum, Md.
local.edoc.container-volume2003
local.edoc.container-issue2
local.edoc.container-erstkatid2936317-2

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