Asymptotic mean and variance of electric power generation system production costs via recursive computation of the fundamental matrix of a Markov chain

Operations Research

Volumn 47, Issue 5, 1999, Pages 703-712

  Shih, Fen Ru ^a   Mazumdar, Mainak ^b   Bloom, Jeremy A ^c  

^a Dae Woo Inst of Technol and Comm   (Taiwan)

^b University of Pittsburgh   (United States)

^c ELECTRIC POWER RESEARCH INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; COSTS; ELECTRIC POWER GENERATION; ESTIMATION; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; MONTE CARLO METHODS; RECURSIVE FUNCTIONS; STATE SPACE METHODS;

ELECTRIC POWER GENERATION SYSTEM; PRODUCTION COST;

ELECTRIC POWER SYSTEMS;

EID: 0033355237     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.47.5.703     Document Type: Article

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