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10

IOR
2006

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A Stochastic Programming Approach to Power Portfolio Optimization

13 years 4 months ago

A Stochastic Programming Approach to Power Portfolio Optimization

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The DASH model for Power Portfolio Optimization provides a tool which helps decision-makers coordinate production decisions with opportunities in the wholesale power market. The methodology is based on a stochastic programming model which selects portfolio positions that perform well on a variety of scenarios generated through statistical modeling and optimization. When compared with a commonly used fixed-mix policy, our experiments demonstrate that the DASH model provides significant advantages over several fixed-mix policies.

Suvrajeet Sen, Lihua Yu, Talat Genc

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Added	13 Dec 2010
Updated	13 Dec 2010
Type	Journal
Year	2006
Where	IOR
Authors	Suvrajeet Sen, Lihua Yu, Talat Genc

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