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A Control-variable Regression Monte Carlo Technique for Short-term Electricity Generation Planning
Lund University. (Waves signals and systems)ORCID-id: 0000-0003-3111-4820
(engelsk)Manuskript (preprint) (Annet vitenskapelig)
Abstract [en]

n the day-to-day operation of a power system, the system operator repeatedly solves short-termgeneration planning problems. When formulating these problems theoperators have to weigh the riskof costly failures against increased production costs. The resulting problems are often high-dimensionaland various approximations have been suggested in the literature.In this article we formulate the short-term planning problem as an optimal switching problem withdelayed reaction. Furthermore, we proposed a control variable technique that can be used in MonteCarlo regression to obtain a computationally efficient numerical algorithm.

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Forskningsprogram
Fysik, Elektroteknik alt Electrical engineering
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URN: urn:nbn:se:lnu:diva-61573OAI: oai:DiVA.org:lnu-61573DiVA, id: diva2:1083540
Tilgjengelig fra: 2017-03-21 Laget: 2017-03-21 Sist oppdatert: 2017-04-05

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