返回
Stochastic inflow modeling for hydropower scheduling problems
DOI:10.1016/j.ejor.2015.05.022.png)
摘要
En 中文
We introduce a new stochastic model for inflow time series that is designed with the requirements of hydropower scheduling problems in mind. The model is an iterated function system: it models inflow as continuous, but the random innovation at each time step has a discrete distribution. With this inflow model, hydro-scheduling problems can be solved by the stochastic dual dynamic programming (SDDP) algorithm exactly as posed, without the additional sampling error introduced by sample average approximations. The model is fitted to univariate inflow time series by quantile regression. We consider various goodness-of-fit metrics for the new model and some alternatives to it, including performance in an actual hydro-scheduling problem. The numerical data used are for inflows to New Zealand hydropower reservoirs. (C) 2015 Elsevier B.V. and Association of European Operational Research Societies (EURO) within the International Federation of Operational Research Societies (IFORS). All rights reserved.
Keyword:
OR in energy
Hydro-thermal scheduling
Stochastic dual dynamic programming
Time series
Quantile regression
AI总结
对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
6
论文数:
2.2W
被引数:
6.4W
机构
暂无机构信息
引用论文
Tensile Properties of Al-12Si Fabricated via Selective Laser Melting (SLM) at Different Temperatures
Technologies
IF0
Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion具有风险规避的多阶段随机规划的动态采样算法

