Power Scheduling in a Hydro-Thermal System under Uncertainty
- Carøe, C.C.
- Nowak, Matthias Peter
- Römisch, Werner
- Schultz, Rüdiger
Publication date
November 2005
DOI Publisher
Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik Journal
issn:0863-0976Abstract
A multi-stage stochastic programming model for power scheduling under uncertainty in a generation system comprising thermal and pumped-storage hydro units is developed. For its computational solution two different decomposition schemes are elaborated: Stochastic Lagrangian relaxation and scenario decomposition. Numerical results are reported for realistic data from a German power utility
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