Multistage Stochastic Programming Model for Electric Power Capacity Expansion Problem

Takayuki Shina, John R. Birge

研究成果: Article査読

21 被引用数 (Scopus)

抄録

This paper is concerned with power system expansion planning under uncertainty. In our approach, integer programming and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. By utilizing the special property of the problem, called block separable recourse, the problem is transformed into a two-stage stochastic program with recourse. The electric power capacity expansion problem is reformulated as the problem with first stage integer variables and continuous second stage variables. We propose an L-shaped algorithm to solve the problem.

本文言語English
ページ(範囲)379-397
ページ数19
ジャーナルJapan Journal of Industrial and Applied Mathematics
20
3
出版ステータスPublished - 2003 10 1
外部発表はい

ASJC Scopus subject areas

  • 工学(全般)
  • 応用数学

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