Decision aids for scheduling and hedging (DASH) in deregulated electricity markets: A stochastic programming approach to power portfolio optimization

被引：0
|
作者：
Sen, S [1 ]
Yu, LH [1 ]
Genc, T [1 ]
机构：
[1] Univ Arizona, Raptor Lab, SIE Dept, Tucson, AZ 85721 USA
来源：
PROCEEDINGS OF THE 2002 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2 | 2002年
关键词：
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The DASH model for Power Portfolio Optimization provides a tool which helps decision-makers coordinate production decisions with opportunities in the wholesale power market. The methodology is based on a stochastic programming model which selects portfolio positions that per-form well on a variety of scenarios generated through statistical modeling and optimization. When compared with a commonly used fixed-mix policy, our experiments demonstrate that the DASH model provides significant advantages over several fixed-mix policies.
引用
收藏
页码：1530 / 1538
页数：9
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