Supply shortage hedging: Estimating the electrical power margin for optimizing financial and physical assets with chance-constrained programming

IEEE Transactions on Power Systems

Volumn 24, Issue 2, 2009, Pages 533-540

  Zorgati, Riadh ^a   van Ackooij, Wim ^a   Apparigliato, Romain ^b  

^a EDF R AND D   (France)

^b CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

Author keywords

Chance constrained programming (CCP); Hedging; Hydraulic maximal capacity; Mixed integer programming; Power margin; Supply shortage; Unit commitment

Indexed keywords

CHANCE-CONSTRAINED PROGRAMMING (CCP); HEDGING; MIXED-INTEGER PROGRAMMING; POWER MARGIN; SUPPLY SHORTAGE; UNIT COMMITMENT;

DYNAMIC PROGRAMMING; HYDRAULICS; LIGHT POLARIZATION; OPTIMIZATION;

INTEGER PROGRAMMING;

EID: 67349226974     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2009.2016586     Document Type: Article

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