Probabilistic Unit Commitment under a Deregulated Market
作者： Jorge Valenzuela , Mainak Mazumdar
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摘要: In this paper, we propose a new formulation of the unit commitment problem that is suitable for deregulated electricity market. Under these conditions, an electric power generation company will have option to buy or sell from pool in addition producing on its own. We express as stochastic optimization which objective maximize expected profits and decisions are required meet standard operating constraints. assumption competitive market price-taking, show collection M units can be solved by considering each separately. The volatility spot price represented model. use probabilistic dynamic programming solve pertaining commitment. 150 proposed accurately reasonable time using normal, Edgeworth, Monte Carlo approximation methods.
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