ALGORITHMS FOR MEAN-RISK STOCHASTIC INTEGER PROGRAMS IN ENERGY
Keywords:Dispersed storage and generation, Cogeneration, Renewable Resources, Mathematical Programming, Uncertainty, Decomposition methods, Risk aversion
We introduce models and algorithms suitable for including risk aversion into stochastic programming problems in
energy. For a system with dispersed generation of power and heat we present computational results showing the
superiority of our decomposition algorithm over a standard mixed-integer linear programming solver
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