期刊
IEEE TRANSACTIONS ON POWER SYSTEMS
卷 28, 期 1, 页码 401-411出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TPWRS.2012.2205411
关键词
Mathematical program with equilibrium constraints (MPEC); risk management; stochastic programming; wind power investment
资金
- Ministry of Economy and Competitiveness of Spain through CICYT Project [DPI2009-09573]
When deciding on wind power investments, three major issues arise: the production variability and uncertainty of wind facilities, the eventual future decline in wind power investment costs, and the significant financial risk involved in such investment decisions. Recognizing the above important issues, this paper proposes a risk-constrained multi-stage stochastic programming model to make optimal investment decisions on wind power facilities along a multi-stage horizon. The proposed model is illustrated using a clarifying example and a case study.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据