Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach.
Ricardo M. LimaAugusto Q. NovaisAntonio J. ConejoPublished in: Eur. J. Oper. Res. (2015)
Keyphrases
- robust optimization
- chance constrained
- mathematical programming
- stochastic programming
- scheduling problem
- portfolio optimization
- lot sizing
- risk measures
- semidefinite programming
- decision theory
- decision making
- linear combination
- resource allocation
- short term
- case based reasoning
- support vector machine
- cooperative
- bayesian networks
- genetic algorithm