Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming

Unit commitment (UC) is a key operational problem in power systems for the optimal schedule of daily generation commitment. Incorporating uncertainty in this already difficult mixed-integer optimization problem introduces significant computational challenges. Most existing stochastic UC models consi...

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Bibliographic Details
Published in:	IEEE transactions on power systems Vol. 34; no. 3; pp. 1814 - 1823
Main Authors:	Zou, Jikai, Ahmed, Shabbir, Sun, Xu Andy
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.05.2019 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Adaptation models Algorithms Computation Computational modeling Dynamic programming Heuristic algorithms Integer programming Linear programming Mathematical models Mathematical programming Multistage multistage stochastic integer programming Optimization Schedules stochastic dual dynamic integer programming Stochastic processes Uncertainty Unit commitment
ISSN:	0885-8950, 1558-0679
Online Access:	Get full text
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