检索结果-内蒙古大学图书馆

Comparing Model-Based and Model-Free Streamflow Simulation Approaches to Improve Hydropower Reservoir Operations

JOURNAL OF WATER RESOURCES PLANNING AND MANAGEMENT 2018年第3期144卷 1-10页

作者： Desreumaux, Quentin Cote, Pascal Leconte, Robert Univ British Columbia Dept Civil Engn 2002-6250 Appl Sci Lane Vancouver BC V6T 1Z4 Canada Rio Tinto Quebec Power Operat 1954 Davis Jonquiere PQ G7S 4R7 Canada Univ Sherbrooke Fac Engn Dept Civil Engn Sherbrooke PQ J1K 2R1 Canada

This paper presents a comparison between an inflow model-based and an inflow model-free optimization method applied to a hydropower system. Widely used stochastic dynamic programming (SDP) and the evolutionary multiobjective direct policy search (EMODPS) methods are used, respectively, as model-based and model-free methods. Main results show that the model-free approach provides a better representation of the complex inflow correlations. stochastic dynamic programming suffers from the temporal decomposition of the problem that allows only autoregressive exogenous (ARX) models to be used. However, because inflow uncertainty is implicitly represented through simulation with EMODPS, long time series are required to accurately characterize the probability of all possible events. To tackle this drawback and to avoid only learning the data set, a new regularization framework is introduced to improve the policy robustness on unseen data sets. Moreover, this study highlights how the preselected family of functions defining the policy can reduce the performance of the EMODPS method. This study is based on the real-world case of Kemano, located in British Columbia, Canada. This system is challenging because of the long-term inflow correlation due to long snow accumulation periods and its multiple objectives. (C) 2018 American Society of Civil Engineers.

关键词： Water management Direct policy search stochastic dynamic programming Reservoir management

来源：评论

学校读者我要写书评

暂无评论

Impact of the management strategy on the sizing of a collaborative system Photovoltaic plant - electric vehicle fleet, under uncertainty

引用

COMPEL-THE INTERNATIONAL JOURNAL FOR COMPUTATION AND MATHEMATICS IN ELECTRICAL AND ELECTRONIC ENGINEERING 2015年第6期34卷 1807-1824页

作者： Latimier, R. Le Goff Multon, B. Ben Ahmed, H. ENS Rennes SATIE Lab Rennes France

Purpose - To foster the grid integration of both electric vehicles (EV) and renewable generators, the purpose of this paper is to investigate the possible synergies between these players so as to jointly improve the production predictability while ensuring a green mobility. It is here achieved by the mean of a grid commitment over the overall power produced by a collaborative system which here gathers a photovoltaic (PV) plant with an EV fleet. The scope of the present contribution is to investigate the conditions to make the most of such an association, mainly regarding to the management strategies and optimal sizing, taking into account forecast errors on PV production. Design/methodology/approach - To evaluate the collaboration added value, several concerns are aggregated into a primary energy criterion: the commitment compliance, the power spillage, the vehicle charging, the user mobility and the battery aging. Variations of these costs are computed over a range of EV fleet size. Moreover, the influence of the charging strategy is specifically investigated throughout the comparison of three managements: a simple rule of thumb, a perfect knowledge deterministic case and a charging strategy computed by stochastic dynamic programming. The latter is based on an original modeling of the production forecast error. This methodology is carried out to assess the collaboration added value for two operators' points of view: a virtual power plant (VPP) and a balance responsible party (BRP). Findings - From the perspective of a BRP, the added value of PV-EV collaboration for the energy system has been evidenced in any situation even when the charging strategy is very simple. On the other hand, for the case of a VPP operator, the coupling between the optimal sizing and the management strategy is highlighted. Originality/value - A co-optimization of the sizing and the management of a PV-EV collaborative system is introduced and the influence of the management strategy on the c

关键词： Co-optimization Collaborative system Electric vehicle Optimal energy management Photovoltaic stochastic dynamic programming

来源：评论

学校读者我要写书评

暂无评论

Supplier ratings and dynamic sourcing strategies to mitigate supply disruption risks

引用

DECISION 2019年第1期46卷 41-57页

作者： Basu, Preetam Ghosh, Soumita Kumar, Milan Indian Inst Management Calcutta Diamond Harbour Rd Kolkata 700104 W Bengal India Xavier Sch Management XLRI Jamshedpur 831001 Jharkhand India Indian Inst Management Visakhapatnam Andhra Univ CampusChinna Waltair Rd Visakhapatnam 530003 AP India

The selection of a sourcing strategy plays a vital role in managing supply disruptions. The choice regarding the number of suppliers is one of the most important decisions in mitigating supply side risks. In this paper, we analyze single versus dual sourcing strategies of a buying organization in a multi-period setting where the low-cost supplier is exposed to disruption risks. We incorporate supplier ratings based on the performance of the suppliers in a dynamic setting and use them in the sourcing decisions. We develop a stochastic dynamic programming model to formulate the dual-sourcing problem. Our results show that dual sourcing provides maximum cost-benefit under high probability of supply disruption and high-cost differential between the reliable and the unreliable suppliers. The findings of this paper will help supply chain managers formulate optimal sourcing strategies when exposed to supply disruption risks by integrating performance metrics of the suppliers dynamically.

关键词： Sourcing strategies Dual sourcing Supply chain risk management Vendor rating stochastic dynamic programming

来源：评论

学校读者我要写书评

暂无评论

The stochastic Cash Balance Problem with Fixed Costs: The Risk-averse Case

引用

Journal of Systems Science and Information 2014年第6期2卷 520-531页

作者： Shuren LIU Pei TANG Xiangtan University School of Mathematics and Computational Science

This paper discusses multi-period stochastic cash balance problem with fixed costs when the decision maker is risk averse. By using the consumption model introduced by Chen et al, we characterize the structure of the optimal policy for the stochastic cash balance problem under the general increasing concave utility function and exponential utility function, respectively. We show that the structure of the optimal policy for a decision maker with exponential utility function is almost identical to the structure of the optimal risk-neutral operations policy. Furthermore, we extend the results for the exponential utility function to the ambiguity aversion case.

关键词： stochastic cash balance problem risk aversion ambiguity aversion stochastic dynamic programming

来源：评论

学校读者我要写书评

暂无评论

Influence of the Maximum Flow Ramping Rates on the Water Value

引用

Energy Procedia 2016年 87卷 100-107页

作者： I. Guisández J.I. Pérez-Díaz J.R. Wilhelmi Department of Hydraulic Energy and Environmental Engineering. E.I. de Caminos Canales y Puertos Technical University of Madrid (UPM). c/ Profesor Aranguren s/n 28040 Madrid (Spain)

This paper presents a study on the influence of maximum ramping rates (ρ) on the water values of a real hydropower plant. For this purpose, a master-slave algorithm, based on stochastic dynamic programming (SDP) and mixed integer linear programming (MILP), is used. The master module, based on SDP, has a 1-year planning period with weekly time steps and considers 3 state variables: stored volume of water in the reservoir at the beginning of each week; weekly water inflow; and average weekly energy price. The slave module, based on MILP, has a 1-week planning period with hourly time steps and considers: maximum legal and minimum technical storage capacities; maximum and minimum technical stored volumes for power generation; maximum and minimum flows released through the hydro units, the bottom outlets and the spillways according to the stored volume; one different power-discharge piecewise linear non-concave curve, as a function of the initial and estimated final stored volumes; start-up and shut-down costs of the hydro units; wear and tear costs of the hydro units caused by power variations; hourly evaporation losses according to the stored volume; hourly water inflows and energy prices; and up and down ρ. The results indicate that the water values of the hydropower plant are very sensitive to the presence of ρ; especially during the months with low water inflows. Water values decrease quadratically when increasing ρ.

关键词： Maximum ramping rates Mixed integer linear programming stochastic dynamic programming Water value

来源：评论

学校读者我要写书评

暂无评论

A solution approach for sponsored search advertising and dynamic pricing for a perishable product and an online retailer with budget constraint

引用

COMPUTERS & INDUSTRIAL ENGINEERING 2023年第1期177卷

作者： Salehi, Shabnam Mirmohammadi, S. Hamid Isfahan Univ Technol Dept Ind & Syst Engn Esfahan *** Iran

This paper presents an algorithm based on stochastic dynamic programming framework for an online retailer who is to maximize his revenue by dual use of sponsored search advertising and dynamic pricing for a fixed inventory of a perishable product over a finite horizon. The available budget for advertising is limited over the planning horizon. As there is an interaction between bidding and pricing decisions, we provide an integrated advertising and pricing solution approach. First, we prove some properties of optimal policy. Second, according to the properties, we develop an efficient algorithm to solve large-scale instances. Finally, we conduct several numerical experiments to compare the proposed algorithm with an optimal approach which is presented in the form of a non-linear mathematical model. We observe that in all provided instances, the proposed algorithm reaches the optimal solution in far less time than the optimal approach. Additionally, we indicate the relationship between the run time of the presented approach and inventory level. In contrast with expectations, we find out that for a particular parameter setting, an increase in inventory level does not necessarily lead to an increase in the run time of the presented approach.

关键词： Pricing Sponsored search advertising stochastic dynamic programming Online retailing Budget constraint

来源：评论

学校读者我要写书评

暂无评论

Optimization of Multipurpose Reservoir Systems Using Power Market Models

引用

JOURNAL OF WATER RESOURCES PLANNING AND MANAGEMENT 2015年第8期141卷 04014100-04014100页

作者： Pereira-Cardenal, Silvio J. Mo, Birger Riegels, Niels D. Arnbjerg-Nielsen, Karsten Bauer-Gottwein, Peter COWI AS DK-2800 Lyngby Denmark Tech Univ Denmark Dept Environm Engn DK-2800 Lyngby Denmark SINTEF Energy Res N-7465 Trondheim Norway Danish Hydraul Inst DK-2970 Horsholm Denmark

Hydroeconomic models have been used to determine policies for efficient allocation of scarce water resources. Hydropower benefits are typically represented through exogenous electricity prices, but these do not consider the effect that the power market can have on the hydropower release policy and vice versa. To improve the representation of hydropower benefits in hydroeconomic models, an application of stochastic dynamic programming, known as the water value method, was used to maximize irrigation benefits while minimizing the costs of power generation within a power market. The method yields optimal operation rules that maximize current and expected future benefits as a function of reservoir level, week of the year, and inflow state. The method was tested on the Iberian Peninsula and performed better than traditional approaches that use exogenous prices: resulting operation rules were more realistic and sensitive to hydrological variability. Internally calculated hydropower prices provided better results than exogenous hydropower prices and can therefore improve the representation of hydropower benefits in hydroeconomic models. (C) 2014 American Society of Civil Engineers.

关键词： Hydroeconomic models Hydropower Irrigation Water-energy models stochastic dynamic programming Water value method

来源：评论

学校读者我要写书评

暂无评论

Pricing electricity in constrained networks dominated by stochastic renewable generation and electric energy storage

引用

ELECTRIC POWER SYSTEMS RESEARCH 2021年 197卷 107169-107169页

作者： Aaslid, Per Korpas, Magnus Belsnes, Michael M. Fosso, Olav B. SINTEF Energy Res Trondheim Norway Norwegian Univ Sci & Technol Dept Elect Power Engn Trondheim Norway

This paper studies the electricity price formation in a competitive market when introducing generation from variable renewable energy technologies with zero marginal cost and electric energy storage systems. A power system is analyzed with a stochastic optimization model combining multi-period optimal power flow with stochastic dynamic programming. The results illustrate how variable renewable energy, in this case solar photovoltaic generation, displaces some of the expensive thermal generation and reduces the price. Electric energy storage will reduce the price variations caused by the variable renewable generation and demand as the time with price cap and zero price is reduced. In systems with only variable renewable generation and energy storage, the price will be set by the probability of scarcity similar to the price formation in hydro power dominated systems. The price will indicated the future cost of scarcity as a stochastic expectation value. This paper assumes that the demand is inflexible. However, the resulting electricity prices will remunerate provision of flexibility, which in turn will contribute to securing the supply and reducing the price volatility.

关键词： Electricity price Variable renewable energy Electric energy storage stochastic dynamic programming Multi-period optimal power flow Splines Infinite horizon

来源：评论

学校读者我要写书评

暂无评论

Foresighted medical resources allocation during an epidemic outbreak

引用

TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW 2022年 164卷

作者： Pan, Yuqing Cheng, T. C. E. He, Yuxuan Ng, Chi To Sethi, Suresh P. Hong Kong Polytech Univ Dept Logist & Maritime Studies Logist Res Ctr Hung HomKowloon Hong Kong Peoples R China Univ Texas Dallas Naveen Jindal Sch Management Richardson TX 75083 USA

While some reports show that the existing real-life medical resources allocations duringepidemic outbreaks are myopic, some experts claim that medical resources allocations basedon foresighted future allocations might enable a better balance of supply and demand. Toinvestigate this claim, we develop a foresighted medical resources allocation model to helpgovernments manage large-scale epidemic outbreaks. We formulate a demand forecastingmodel with a general demand forecasting function based on the last-period demands, extrademand caused by the last-period unfulfilled demand, and uncertain demand. In the foresightedallocation model, the government decides the current-period allocation based on the foresighteddemand, which considers the last-period area demand and uncertain demand from the currentperiod to the end of a planning horizon, using a stochastic dynamic program. We find thatthe optimal allocation is a function of the allocation capacity in each period. The optimalforesighted allocation is always higher than the optimal static (one-period) allocation anddecreases with allocation capacity. When the allocation capacity is sufficiently large, theforesighted demand is close to the static demand. Besides, if the cost of oversupply is closeto zero, the optimal allocations for both the foresighted allocation and one-period models arethe allocation capacity. Our results provide useful managerial implications for a government contemplating medical resources allocation in response to an epidemic outbreak.

关键词： Health care Emergency logistics stochastic dynamic programming

来源：评论

学校读者我要写书评

暂无评论

Medium-term scheduling of a hydropower plant participating as a price-maker in the automatic frequency restoration reserve market

引用

ELECTRIC POWER SYSTEMS RESEARCH 2020年 185卷 106399-106399页

作者： Perez-Diaz, Juan, I Guisandez, Ignacio Chazarra, Manuel Helseth, Arild Univ Politecn Madrid Dept Hydraul Energy & Environm Engn C Prof Aranguren 3 Madrid 28040 Spain SINTEF Energy Res Sem Saelands Vei 11 N-7465 Trondheim Norway

This paper presents a novel optimization model for the calculation of the water value of a hydropower plant. The model has a time horizon of 1 year with 1-day decision stages, considers sales of both energy and frequency restoration reserves (FRR) and is solved by stochastic dynamic programming. The novelty of the model is that it considers the producer's price-making ability in the FRR market. The proposed model is used to obtain the water values of an existing hydropower plant. The water values are then used to simulate the day-ahead scheduling of the hydropower plant in a 100-year scenario. The results are compared to those obtained without considering the producer's price-making ability in the FRR market. The profit increase is modest compared to the uncertainty existing in the day-ahead scheduling in all analysed cases. However, the water spillage is significantly lower if the producer's price-making ability in the FRR market is considered when computing the water value. This last result may have important implications for the plant's operation, especially when the reservoir is also used for the purpose of flood control, as the one used as case study in the paper, and many others all over the world.

关键词： Hydroelectric power generation Water value Frequency restoration reserve market Price-maker producer Mixed integer quadratic programming stochastic dynamic programming

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：