Power Scheduling in a Hydro-Thermal System under Uncertainty [article]

C.C. Carøe, Matthias Peter Nowak, Werner Römisch, Rüdiger Schultz, Humboldt-Universität Zu Berlin, Humboldt-Universität Zu Berlin
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.
doi:10.18452/2685 fatcat:gcnofxacvbfrpkhvqrth6eaka4