-
2
-
-
18944370075
-
Energy and reserve pricing in security and network-constrained electricity markets
-
DOI 10.1109/TPWRS.2005.846221
-
Arroyo JM, Galiana FD (2005) Energy and reserve pricing in security and network-constrained electricity markets. IEEE Trans. Power Systems 20(2):634-643. (Pubitemid 40699690)
-
(2005)
IEEE Transactions on Power Systems
, vol.20
, Issue.2
, pp. 634-643
-
-
Arroyo, J.M.1
Galiana, F.D.2
-
3
-
-
3042762207
-
The price of robustness
-
DOI 10.1287/opre.1030.0065
-
Bertsimas D, Sim M (2004) The price of robustness. Oper. Res. 52(1):35-53. (Pubitemid 40000812)
-
(2004)
Operations Research
, vol.52
, Issue.1
, pp. 35-53
-
-
Bertsimas, D.1
Sim, M.2
-
4
-
-
84872853161
-
Adaptive robust optimization for the security constrained unit commitment problem
-
Bertsimas D, Litvinov E, Sun XA, Zhao J, Zheng T (2013) Adaptive robust optimization for the security constrained unit commitment problem. IEEE Trans. Power Systems 28(1):52-63.
-
(2013)
IEEE Trans. Power Systems
, vol.28
, Issue.1
, pp. 52-63
-
-
Bertsimas, D.1
Litvinov, E.2
Sun, X.A.3
Zhao, J.4
Zheng, T.5
-
5
-
-
43849089442
-
Stochastic security for operations planning with significant wind power generation
-
DOI 10.1109/TPWRS.2008.919318
-
Bouffard F, Galiana FD (2008) Stochastic security for operations planning with significant wind power generation. IEEE Trans. Power Systems 23(2):306-316. (Pubitemid 351695808)
-
(2008)
IEEE Transactions on Power Systems
, vol.23
, Issue.2
, pp. 306-316
-
-
Bouffard, F.1
Galiana, F.D.2
-
6
-
-
28244448538
-
Market-clearing with stochastic security - Part II: Case studies
-
DOI 10.1109/TPWRS.2005.857015
-
Bouffard F, Galiana FD, Conejo AJ (2005) Market-clearing with stochastic security-Part II: Case studies. IEEE Trans. Power Systems 20(4):1827-1835. (Pubitemid 41700535)
-
(2005)
IEEE Transactions on Power Systems
, vol.20
, Issue.4
, pp. 1827-1835
-
-
Bouffard, F.1
Galiana, F.D.2
Conejo, A.J.3
-
8
-
-
0021479290
-
Time series models to simulate and forecast wind speed and wind power
-
Brown BG, Katz RW, Murhpy AH (1984) Time series models to simulate and forecast wind speed and wind power. J. Climate Appl. Meteorology 23:1184-1195.
-
(1984)
J. Climate Appl. Meteorology
, vol.23
, pp. 1184-1195
-
-
Brown, B.G.1
Katz, R.W.2
Murhpy, A.H.3
-
10
-
-
77952953166
-
Sequential reliability forecasting for wind energy: Temperature dependence and probability distributions
-
Callaway D (2010) Sequential reliability forecasting for wind energy: Temperature dependence and probability distributions. IEEE Trans. Energy Conversion 25:577-585.
-
(2010)
IEEE Trans. Energy Conversion
, vol.25
, pp. 577-585
-
-
Callaway, D.1
-
11
-
-
0030143103
-
Stochastic Optimization of Unit Commitment: A New Decomposition Framework
-
Carpentier P, Cohen G, Culioli J-C, Renaud A (1996) Stochastic optimization of unit commitment: A new decomposition framework. IEEE Trans. Power Systems 11(2):1067-1073. (Pubitemid 126781257)
-
(1996)
IEEE Transactions on Power Systems
, vol.11
, Issue.2
, pp. 1067-1073
-
-
Carpentier, P.1
Cohen, G.2
Culioli, J.-C.3
-
12
-
-
84880052231
-
-
CEA, Accessed May 2, 2013, Canadian Energy Assocation, Ottawa, Ontario, Canada
-
CEA (2006) Forced outage rates. Accessed May 2, 2013, http://www.science.smith.edu/~jcardell/Courses/EGR325/Readings/FOR%202006Update. pdf. Canadian Energy Assocation, Ottawa, Ontario, Canada.
-
(2006)
Forced Outage Rates
-
-
-
13
-
-
79151478578
-
A computational framework for uncertainty quantification and stochastic optimization in unit commitment with wind power generation
-
Constantinescu EM, Zavala VM, Rocklin M, Lee S, Anitescu M (2011) A computational framework for uncertainty quantification and stochastic optimization in unit commitment with wind power generation. IEEE Trans. Power Systems 26(1):431-441.
-
(2011)
IEEE Trans. Power Systems
, vol.26
, Issue.1
, pp. 431-441
-
-
Constantinescu, E.M.1
Zavala, V.M.2
Rocklin, M.3
Lee, S.4
Anitescu, M.5
-
14
-
-
33751071102
-
Scenario reduction in stochastic programming An approach using probability metrics
-
DOI 10.1007/s10107-002-0331-0
-
Dupacova J, Gröwe-Kuska N, Römisch W (2003) Scenario reduction in stochastic programming: An approach using probability metrics. Math. Programming 95(3):493-511. (Pubitemid 44769765)
-
(2003)
Mathematical Programming, Series B
, vol.95
, Issue.3
, pp. 493-511
-
-
Dupacova, J.1
Growe-Kuska, N.2
Romisch, W.3
-
15
-
-
0022031091
-
An applications oriented guide to Lagrangian relaxation
-
Fisher ML (1985) An applications oriented guide to Lagrangian relaxation. Interfaces 15(2):10-21.
-
(1985)
Interfaces
, vol.15
, Issue.2
, pp. 10-21
-
-
Fisher, M.L.1
-
16
-
-
27744435546
-
Scheduling and pricing of coupled energy and primary, secondary, and tertiary reserves
-
Galiana FD, Bouffard F, Arroyo JM, Restrepo JF (2005) Scheduling and pricing of coupled energy and primary, secondary, and tertiary reserves. Proc. IEEE 93(11):1970-1983.
-
(2005)
Proc. IEEE
, vol.93
, Issue.11
, pp. 1970-1983
-
-
Galiana, F.D.1
Bouffard, F.2
Arroyo, J.M.3
Restrepo, J.F.4
-
17
-
-
0032592961
-
The IEEE reliability test system-1996
-
Grigg C, Wong P, Albrecht P, Allan R, Bhavaraju M, Billinton R, Chen O, et al. (1999) The IEEE reliability test system-1996. IEEE Trans. Power Systems 14(3):1010-1020.
-
(1999)
IEEE Trans. Power Systems
, vol.14
, Issue.3
, pp. 1010-1020
-
-
Grigg, C.1
Wong, P.2
Albrecht, P.3
Allan, R.4
Bhavaraju, M.5
Billinton, R.6
Chen, O.7
-
18
-
-
0013203809
-
Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation
-
Greengard C, Ruszczýnski A, eds., (Springer-Verlag, New York)
-
Gröwe-Kuska N, Kiwiel KC, Nowak MP, Romisch W, Wegner I (2002) Power management in a hydro-thermal system under uncertainty by Lagrangian relaxation. Greengard C, Ruszczýnski A, eds. Decision Making Under Uncertainty: Energy and Power. IMA Volumes in Mathematics and Its Applications, Vol. 128 (Springer-Verlag, New York), 39-70.
-
(2002)
Decision Making under Uncertainty: Energy and Power. IMA Volumes in Mathematics and its Applications
, vol.128
, pp. 39-70
-
-
Gröwe-Kuska, N.1
Kiwiel, K.C.2
Nowak, M.P.3
Romisch, W.4
Wegner, I.5
-
19
-
-
0037321577
-
Scenario reduction algorithms in stochastic programming
-
Heitsch H, Römisch W (2003) Scenario reduction algorithms in stochastic programming. Comput. Optim. Appl. 24(2-3):187-206.
-
(2003)
Comput. Optim. Appl
, vol.24
, Issue.2-3
, pp. 187-206
-
-
Heitsch, H.1
Römisch, W.2
-
21
-
-
0035261934
-
Generating scenario trees for multistage decision problems
-
Hoyland K, Wallace SW (2001) Generating scenario trees for multistage decision problems. Management Sci. 47(2):295-307. (Pubitemid 34192765)
-
(2001)
Management Science
, vol.47
, Issue.2
, pp. 295-307
-
-
Hoyland, K.1
Wallace, S.W.2
-
23
-
-
34249830842
-
Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
-
Infanger G (1992) Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs. Ann. Oper. Res. 39(1):69-95.
-
(1992)
Ann. Oper. Res.
, vol.39
, Issue.1
, pp. 69-95
-
-
Infanger, G.1
-
24
-
-
84860260612
-
Robust unit commitment with wind power and pumped storage hydro
-
Jiang R, Zhang M, Li G, Guan Y (2012) Robust unit commitment with wind power and pumped storage hydro. IEEE Trans. Power Systems 27(2):800-810.
-
(2012)
IEEE Trans. Power Systems
, vol.27
, Issue.2
, pp. 800-810
-
-
Jiang, R.1
Zhang, M.2
Li, G.3
Guan, Y.4
-
25
-
-
33947616342
-
Clustering algorithms for scenario tree generation: Application to natural hydro inflows
-
DOI 10.1016/j.ejor.2005.11.045, PII S0377221706001858
-
Latorre JM, Cerisola S, Ramos A (2007) Clustering algorithms for scenario tree generation: Application to natural hydro inflows. Eur. J. Oper. Res. 181:1339-1353. (Pubitemid 46498532)
-
(2007)
European Journal of Operational Research
, vol.181
, Issue.3
, pp. 1339-1353
-
-
Latorre, J.M.1
Cerisola, S.2
Ramos, A.3
-
27
-
-
67349249985
-
Economic valuation of reserves in power systems with high penetration of wind power
-
Morales JM, Conejo AJ, Perez-Ruiz J (2009b) Economic valuation of reserves in power systems with high penetration of wind power. IEEE Trans. Power Systems 24(2):900-910.
-
(2009)
IEEE Trans. Power Systems
, vol.24
, Issue.2
, pp. 900-910
-
-
Morales, J.M.1
Conejo, A.J.2
Perez-Ruiz, J.3
-
28
-
-
71849084254
-
A methodology to generate statistically dependent wind speed scenarios
-
Morales JM, Minguez R, Conejo AJ (2010) A methodology to generate statistically dependent wind speed scenarios. Appl. Energy 87:843-855.
-
(2010)
Appl. Energy
, vol.87
, pp. 843-855
-
-
Morales, J.M.1
Minguez, R.2
Conejo, A.J.3
-
29
-
-
67349212118
-
Scenario reduction for futures trading in electricity markets
-
Morales JM, Pineda S, Conejo AJ, Carrion M (2009a) Scenario reduction for futures trading in electricity markets. IEEE Trans. Power Engrg. 24(2):878-888.
-
(2009)
IEEE Trans. Power Engrg.
, vol.24
, Issue.2
, pp. 878-888
-
-
Morales, J.M.1
Pineda, S.2
Conejo, A.J.3
Carrion, M.4
-
30
-
-
0042230796
-
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty
-
DOI 10.1023/A:1019248506301
-
Nowak MP, Römisch W (2000) Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty. Ann. Oper. Res. 100(1-4):251-272. (Pubitemid 33304013)
-
(2000)
Annals of Operations Research
, vol.100
, Issue.1-4
, pp. 251-272
-
-
Nowak, M.P.1
Romisch, W.2
-
31
-
-
79952363289
-
Economic analysis of the N.1 reliable unit commitment and transmission switching problem using duality concepts
-
O'Neill RP, Hedman KW, Krall EA, Papavasiliou A, Oren SS (2010) Economic analysis of the N .1 reliable unit commitment and transmission switching problem using duality concepts. Energy Systems 1:165-195.
-
(2010)
Energy Systems
, vol.1
, pp. 165-195
-
-
O'neill, R.P.1
Hedman, K.W.2
Krall, E.A.3
Papavasiliou, A.4
Oren, S.S.5
-
32
-
-
4043072671
-
A solution to the stochastic unit commitment problem using chance constrained programming
-
Ozturk UA, Mazumdar M, Norman BA (2004) A solution to the stochastic unit commitment problem using chance constrained programming. IEEE Trans. Power Systems 19(3):1589-1598.
-
(2004)
IEEE Trans. Power Systems
, vol.19
, Issue.3
, pp. 1589-1598
-
-
Ozturk, U.A.1
Mazumdar, M.2
Norman, B.A.3
-
33
-
-
80054900192
-
Reserve requirements for wind power integration: A scenario-based stochastic programming framework
-
Papavasiliou A, Oren SS, O'Neill RP (2011) Reserve requirements for wind power integration: A scenario-based stochastic programming framework. IEEE Trans. Power Systems 26(4):2197-2206.
-
(2011)
IEEE Trans. Power Systems
, vol.26
, Issue.4
, pp. 2197-2206
-
-
Papavasiliou, A.1
Oren, S.S.2
O'neill, R.P.3
-
34
-
-
0000469059
-
Composite generation/transmission reliability evaluation
-
Pereira MVF, Balu NJ (1992) Composite generation/transmission reliability evaluation. Proc. IEEE 80(4):470-491.
-
(1992)
Proc. IEEE
, vol.80
, Issue.4
, pp. 470-491
-
-
Pereira, M.V.F.1
Balu, N.J.2
-
35
-
-
0013270047
-
Scenario tree generation for multiperiod financial optimization by optimal discretization
-
Pflug GCh (2001) Scenario tree generation for multiperiod financial optimization by optimal discretization. Math Programming B 89:251-271. (Pubitemid 33758942)
-
(2001)
Mathematical Programming, Series B
, vol.89
, Issue.2
, pp. 251-271
-
-
Pflug, G.Ch.1
-
36
-
-
78650353791
-
Western wind and solar integration study
-
Piwko R, Clark K, Freeman L, Jordan G, Miller N (2010) Western wind and solar integration study. Technical report, National Renewable Energy Laboratory. http://www.nrel.gov/docs/fy10osti/47781.pdf.
-
(2010)
Technical Report, National Renewable Energy Laboratory
-
-
Piwko, R.1
Clark, K.2
Freeman, L.3
Jordan, G.4
Miller, N.5
-
37
-
-
0000514655
-
Scenarios and policy aggregation in optimization under uncertainty
-
Rockafellar RT, Wets RJ-B (1991) Scenarios and policy aggregation in optimization under uncertainty. Math. Oper. Res. 16(1):119-147.
-
(1991)
Math. Oper. Res.
, vol.16
, Issue.1
, pp. 119-147
-
-
Rockafellar, R.T.1
Wets, R.J.-B.2
-
38
-
-
70349182327
-
Wind power day-ahead uncertainty management through stochastic UC policies
-
IEEE Power and Energy Society, Piscataway, NJ
-
Ruiz PA, Philbrick RC, Sauer PW (2009a) Wind power day-ahead uncertainty management through stochastic UC policies. Power Systems Conf. Exposition (IEEE Power and Energy Society, Piscataway, NJ), 1-9.
-
(2009)
Power Systems Conf. Exposition
, pp. 1-9
-
-
Ruiz, P.A.1
Philbrick, R.C.2
Sauer, P.W.3
-
39
-
-
67349089935
-
Uncertainty management in the unit commitment problem
-
Ruiz PA, Philbrick RC, Zack E, Cheung KW, Sauer PW (2009b) Uncertainty management in the unit commitment problem. IEEE Trans. Power Systems 24(2):642-1651.
-
(2009)
IEEE Trans. Power Systems
, vol.24
, Issue.2
, pp. 642-1651
-
-
Ruiz, P.A.1
Philbrick, R.C.2
Zack, E.3
Cheung, K.W.4
Sauer, P.W.5
-
41
-
-
67349198069
-
Evaluating the impacts of real time pricing on the usage of wind power generation
-
Sioshansi R, Short W (2009) Evaluating the impacts of real time pricing on the usage of wind power generation. IEEE Trans. Power Systems 24(2):516-524.
-
(2009)
IEEE Trans. Power Systems
, vol.24
, Issue.2
, pp. 516-524
-
-
Sioshansi, R.1
Short, W.2
-
43
-
-
20444437286
-
Forecast of hourly wind speed with ARMA models in Navarre
-
Spain
-
Torres JL, Garcia A, De Blas M, De Francisco A (2005) Forecast of hourly wind speed with ARMA models in Navarre (Spain). Solar Energy 79(1):65-77.
-
(2005)
Solar Energy
, vol.79
, Issue.1
, pp. 65-77
-
-
Torres, J.L.1
Garcia, A.2
De Blas, M.3
De Francisco, A.4
-
44
-
-
67349225799
-
Unit commitment for systems with high wind penetration
-
Tuohy A, Meibom P, Denny E, O'Malley M (2009) Unit commitment for systems with high wind penetration. IEEE Trans. Power Systems 24(2):592-601.
-
(2009)
IEEE Trans. Power Systems
, vol.24
, Issue.2
, pp. 592-601
-
-
Tuohy, A.1
Meibom, P.2
Denny, E.3
O'malley, M.4
-
45
-
-
33947269354
-
Large scale integration of wind energy in the European power supply: Analysis, recommendations and issues
-
Brussels
-
van Hulle F (2005) Large scale integration of wind energy in the European power supply: Analysis, recommendations and issues. Technical report, European Wind Energy Association, Brussels.
-
(2005)
Technical Report, European Wind Energy Association
-
-
Van Hulle, F.1
-
46
-
-
49249095955
-
Security-constrained unit commitment with volatile wind power generation
-
Wang J, Shahidehpour M, Li Z (2008) Security-constrained unit commitment with volatile wind power generation. IEEE Trans. Power Systems 23(3):1319-1327.
-
(2008)
IEEE Trans. Power Systems
, vol.23
, Issue.3
, pp. 1319-1327
-
-
Wang, J.1
Shahidehpour, M.2
Li, Z.3
-
47
-
-
76649129541
-
Evaluation of market rules using a multiagent system method
-
Yu N-P, Liu C-C, Price J (2010) Evaluation of market rules using a multiagent system method. IEEE Trans. Power Systems 25:470-479.
-
(2010)
IEEE Trans. Power Systems
, vol.25
, pp. 470-479
-
-
Yu, N.-P.1
Liu, C.-C.2
Price, J.3
|