메뉴 건너뛰기




Volumn 6, Issue 2, 2005, Pages 163-176

A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment

Author keywords

Power optimization; Stochastic integer programming

Indexed keywords

COMPUTATIONAL METHODS; ELECTRIC POWER GENERATION; ELECTRIC POWER SYSTEMS; GLOBAL OPTIMIZATION; HYDROELECTRIC POWER; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RANDOM PROCESSES;

EID: 17344366962     PISSN: 13894420     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11081-005-6794-0     Document Type: Article
Times cited : (60)

References (26)
  • 1
    • 17344365590 scopus 로고    scopus 로고
    • Amsterdam Power Exchange (APX)
    • Amsterdam Power Exchange (APX). http://www.apx.nl/
  • 3
    • 0042427755 scopus 로고    scopus 로고
    • "Necessary and sufficient conditions for optimal offers in electricity markets"
    • E. J. Anderson and H. Xu, "Necessary and sufficient conditions for optimal offers in electricity markets" SIAM Journal on Control and Optimization vol. 41, pp. 1212-1228, 2002.
    • (2002) SIAM Journal on Control and Optimization , vol.41 , pp. 1212-1228
    • Anderson, E.J.1    Xu, H.2
  • 4
    • 0003088971 scopus 로고
    • "Supply function equilibria and the danger of tacit collusion: The case of spot markets for electricity"
    • F. Bolle, "Supply function equilibria and the danger of tacit collusion: The case of spot markets for electricity" Energy Economics vol. 14, pp. 94-102, 1992.
    • (1992) Energy Economics , vol.14 , pp. 94-102
    • Bolle, F.1
  • 5
    • 0032674969 scopus 로고    scopus 로고
    • "Dual decomposition in stochastic integer programming"
    • C. C. Carøe and R. Schultz, "Dual decomposition in stochastic integer programming" Operations Research Letters vol. 24, pp. 37-45, 1999.
    • (1999) Operations Research Letters , vol.24 , pp. 37-45
    • Carøe, C.C.1    Schultz, R.2
  • 7
    • 17344363475 scopus 로고    scopus 로고
    • Using the CPLEX Callable Library, CPLEX Optimization, Inc
    • Using the CPLEX Callable Library, CPLEX Optimization, Inc., 1999.
    • (1999)
  • 8
    • 0041727352 scopus 로고    scopus 로고
    • "Unit commitment in power generation-A basic model and some extensions"
    • R. Gollmer, M. P. Nowak, W. Römisch, and R. Schultz, "Unit commitment in power generation-A basic model and some extensions" Annals of Operations Research vol. 96, pp. 167-189, 2000.
    • (2000) Annals of Operations Research , vol.96 , pp. 167-189
    • Gollmer, R.1    Nowak, M.P.2    Römisch, W.3    Schultz, R.4
  • 9
    • 0027039062 scopus 로고
    • "Competition in the British electricity spot market"
    • R. J. Green and D. M. Newbery, "Competition in the British electricity spot market," Journal of Political Economy vol. 100, pp. 929-953, 1992.
    • (1992) Journal of Political Economy , vol.100 , pp. 929-953
    • Green, R.J.1    Newbery, D.M.2
  • 12
    • 0022712105 scopus 로고
    • "Network models of spatial oligopoly with an application to deregulation of electricity generation"
    • B. F. Hobbs, "Network models of spatial oligopoly with an application to deregulation of electricity generation," Operations Research vol. 34, pp. 395-409, 1986.
    • (1986) Operations Research , vol.34 , pp. 395-409
    • Hobbs, B.F.1
  • 13
    • 0025208765 scopus 로고
    • "Proximity control in bundle methods for convex nondifferentiable optimization"
    • K. C. Kiwiel, "Proximity control in bundle methods for convex nondifferentiable optimization" Mathematical Programming vol. 46, pp. 105-122, 1990.
    • (1990) Mathematical Programming , vol.46 , pp. 105-122
    • Kiwiel, K.C.1
  • 16
    • 0001519094 scopus 로고
    • "Supply function equilibria in oligopoly under uncertainty"
    • P. D. Klemperer and M.A. Meyer, "Supply function equilibria in oligopoly under uncertainty" Econometrica vol. 57, pp. 1243-1277, 1989.
    • (1989) Econometrica , vol.57 , pp. 1243-1277
    • Klemperer, P.D.1    Meyer, M.A.2
  • 19
    • 0042230796 scopus 로고    scopus 로고
    • "Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty"
    • M. P. Nowak and W. Römisch, "Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty" Annals of Operations Research vol. 100, pp. 251-272, 2000.
    • (2000) Annals of Operations Research , vol.100 , pp. 251-272
    • Nowak, M.P.1    Römisch, W.2
  • 20
    • 17344363628 scopus 로고    scopus 로고
    • "A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty"
    • R. Nürnberg and W. Römisch, "A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty" Optimization and Engineering vol. 3, pp. 355-378, 2002.
    • (2002) Optimization and Engineering , vol.3 , pp. 355-378
    • Nürnberg, R.1    Römisch, W.2
  • 21
    • 0031675206 scopus 로고    scopus 로고
    • "Modelling electricity pricing in a deregulated generation industry: The potential for oligopoly pricing in a poolco"
    • A. Rudkevich, M. Duckworth, and R. Rosen, "Modelling electricity pricing in a deregulated generation industry: The potential for oligopoly pricing in a poolco" The Energy Journal vol. 19, pp. 19-48, 1998.
    • (1998) The Energy Journal , vol.19 , pp. 19-48
    • Rudkevich, A.1    Duckworth, M.2    Rosen, R.3
  • 22
    • 12344324433 scopus 로고    scopus 로고
    • "Stochastic programming with integer variables"
    • R. Schultz, "Stochastic programming with integer variables" Mathematical Programming vol. 97, pp. 285-309, 2003.
    • (2003) Mathematical Programming , vol.97 , pp. 285-309
    • Schultz, R.1
  • 24
    • 0035244610 scopus 로고    scopus 로고
    • "Equilibrium values in a competitive power exchange market"
    • C. Supatgiat, R. Q. Zhang, and J. R. Birge, "Equilibrium values in a competitive power exchange market" Computational Economics vol. 17, pp. 93-121, 2001.
    • (2001) Computational Economics , vol.17 , pp. 93-121
    • Supatgiat, C.1    Zhang, R.Q.2    Birge, J.R.3
  • 26
    • 0034155505 scopus 로고    scopus 로고
    • "Incorporating fuel constraints and electricity spot prices into the stochastic unit commitment problem"
    • S. Takriti, B. Krasenbrink, and L. S.-Y. Wu, "Incorporating fuel constraints and electricity spot prices into the stochastic unit commitment problem" Operations Research vol. 48, pp. 268-280, 2000.
    • (2000) Operations Research , vol.48 , pp. 268-280
    • Takriti, S.1    Krasenbrink, B.2    Wu, L.S.-Y.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.