Optimizing profits from hydroelectricity production

被引：36

作者：

De ladurantaye, Daniel

Gendreau, Michel

Potvin, Jean-Yves ^{[1
]}

机构：

[1] Univ Montreal, Dept Informat & Rech Operat, Montreal, PQ H3C 3J7, Canada

来源：

COMPUTERS & OPERATIONS RESEARCH | 2009年 / 36卷 / 02期

基金：

加拿大自然科学与工程研究理事会;

关键词：

Hydroelectricity; Production; Market; Mathematical programming; Stochastic programming; HYDROTHERMAL POWER-SYSTEMS; START-UP COSTS; STOCHASTIC OPTIMIZATION; UNIT COMMITMENT; NEURAL-NETWORK; TERM; GENERATION; MODEL; OPERATION; DECOMPOSITION;

D O I：

10.1016/j.cor.2007.10.012

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper presents a deterministic and a stochastic mathematical model for maximizing the profits obtained by selling electricity produced through a cascade of dams and reservoirs in a deregulated market. The first model is based on deterministic electricity prices while the other integrates price stochasticity through the management of a tree of potential price scenarios. Numerical results based on historical data demonstrate the superiority of the stochastic model over the deterministic one. It is also shown that price volatility impacts the profits obtained by the stochastic model. (C) 2007 Elsevier Ltd. All rights reserved.

引用

页码：499 / 529

页数：31

共 63 条

[1]

[Anonymous], 2007, Pac. J. Optim., DOI DOI 10.18452/2928

[2]

Archibald TW, 1999, J OPER RES SOC, V50, P468, DOI 10.1057/palgrave.jors.2600727

[3] An aggregate stochastic dynamic programming model of multireservoir systems [J].