Decision Aids for Scheduling and Hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization Export

@inproceedings{citeulike:796087, abstract = {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.}, author = {Sen, S. and Yu, Lihua and Genc, T.}, citeulike-article-id = {796087}, citeulike-linkout-0 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1166429}, journal = {Simulation Conference, 2002. Proceedings of the Winter}, keywords = {electricity-markets, energy, new3, stochastic-programming, stochastic-unit-commitment, unit-commitment}, pages = {1530--1538 vol.2}, posted-at = {2006-08-10 15:47:30}, priority = {2}, title = {Decision Aids for Scheduling and Hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization}, url = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1166429}, volume = {2}, year = {2002} }

TY - CONF ID - citeulike:796087 L3 - citeulike-article-id:796087 N2 - 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. JF - Simulation Conference, 2002. Proceedings of the Winter EP - 1538 vol.2 TI - Decision Aids for Scheduling and Hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization VL - 2 SP - 1530 KW - electricity-markets KW - energy KW - new3 KW - stochastic-programming KW - stochastic-unit-commitment KW - unit-commitment AU - Sen, S AU - Yu, Lihua AU - Genc, T PY - 2002/// UR - http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1166429 ER -