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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
(English)Manuscript (preprint) (Other academic)
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.

National Category
Probability Theory and Statistics Control Engineering
Research subject
Physics, Electrotechnology
Identifiers
URN: urn:nbn:se:lnu:diva-61573OAI: oai:DiVA.org:lnu-61573DiVA: diva2:1083540
Available from: 2017-03-21 Created: 2017-03-21 Last updated: 2017-04-05

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Perninge, Magnus
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CiteExportLink to record
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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
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  • asciidoc
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