A two-stage stochastic programming model for electric energy producers

作     者：Beraldi, Patrizia Conforti, Domenico Violi, Antonio 

作者机构：Univ Calabria Dipartimento Elettron Informat & Sistemist I-87036 Arcavacata Di Rende CS Italy 

出 版 物：《COMPUTERS & OPERATIONS RESEARCH》 (计算机与运筹学研究)

年 卷 期：2008年第35卷第10期

页      面：3360-3370页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 08[工学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：Italian Minister of University and Scientific Research 

主　　题：electricity markets power optimization stochastic integer programming 

摘      要：The bilateral contract selection and bids definition constitute a strategic issue for electric energy producers that operate in competitive markets, as the liberalized electricity ones. In this paper we propose a two-stage stochastic integer programming model for the integrated optimization of power production and trading which include a specific measure accounting for risk management. We solve the model by means of a novel enumerative solution approach that exploits the particular problem structure. Finally, we report some preliminary computational experiments. (c) 2007 Elsevier Ltd. All rights reserved.