C.C. Caroe, M.P. Nowak, W. Römisch, R.Schultz
Power Scheduling in a Hydro-Thermal System under Uncertainty
Preprint series: Institut fuer Mathematik, Humboldt-Universitaet zu Berlin (ISSN 0863-0976)

MSC:

90C15 Stochastic programming

90C11 Mixed integer programming

90B30 Production models

Abstract: A multi-stage stochastic programming model for power
scheduling under uncertainty in a generation system
comprising thermal and pumped-storage hydro units is
developed. For its computational solution two different
decomposition schemes are elaborated: Stochastic
Lagrangian relaxation and scenario decomposition.
Numerical results are reported for realistic data from a
German power utility.
Keywords: Power scheduling, uncertain electrical load, stochastic Lagrangian decomposition, scenario decomposition