Stochastic programming model for power generation

Takayuki Shiina*

*この研究の対応する著者

研究成果: Article査読

1 被引用数 (Scopus)

抄録

We consider 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. The L-shaped algorithm to solve the problem is proposed.

本文言語English
ページ(範囲)934-939
ページ数6
ジャーナルWorld Academy of Science, Engineering and Technology
78
出版ステータスPublished - 2011 6 1
外部発表はい

ASJC Scopus subject areas

  • 工学(全般)

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