期刊
IEEE TRANSACTIONS ON POWER SYSTEMS
卷 22, 期 2, 页码 744-754出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TPWRS.2007.895164
关键词
conditional value-at-risk(CVaR); electricity procurement; large consumer; stochastic programming
This paper provides a technique based on stochastic programming to optimally solve the electricity procurement problem faced by a large consumer. Supply sources include bilateral contracts, a limited amount of self-production and the pool.. Risk aversion is explicitly modeled using the conditional value-at-risk methodology. Results from a realistic case study are provided and analyzed.
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