Stochastic optimization in the power grid

In this thesis steps are described to determine the locations of new wind mills which minimize energy loss on the Dutch High Voltage power grid. A vindication of the used power grid model is provided; the simulation procedure for stochastic wind power is described; and the required mathematical optimization models are formally derived as well as implementedin the optimization software package Aimms. Results are shown and their relation to real life problems is discussed. The goal of the thesis is to work out a case study of power grid design where stochasticity plays a major role, and where transportation losses should be minimized. By lack of data this has not been carried out for a (perhaps more relevant) more locally oriented and Medium Voltage case, but this thesis provides a description of all crucial steps that should be taken. This thesis contains the information on power systems and the explanation of the relevant mathematical techniques for any reader to find his way in the literature on power grid design, and to address problems of a similar nature as the one treated in this thesis