Multi-period probabilistic production cost model including dispatch constraints

J. Perez-Ruiz, A.J. Conejo
2000 IEEE Transactions on Power Systems  
This paper presents a multi-period probabilistic production cost model. Dispatch intra-period and inter-period constraints are considered through the use of a facet LP formulation. An efficient solution procedure based on the Dantzig-Wolfe decomposition technique is developed. The work reported in this paper extends previous work in two respects: (i) inter-period constraints are rigurously treated, and (ii) a systematic general solution procedure is developed. Results for a large-scale case study are presented.
doi:10.1109/59.867132 fatcat:qps42jdyordhxa3rqylna2aljm