Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.21/542
Título: Risk Aversion in a Mixed-Integer Nonlinear Approach to Support Decision-Making for a Hydro Power Producer
Autor: Catalão, João Paulo da Silva
Pousinho, Hugo Miguel Inácio
Mendes, Víctor Manuel Fernandes
Palavras-chave: Decision Support
Hydro Power Producer
Mixed-Integer Nonlinear Programming
Risk Aversion
Data: Jun-2010
Editora: PRAISE WORTHY PRIZE SRL
Citação: Catalão JPS, Pousinho H M I, Mendes V M F. Risk Aversion in a Mixed-Integer Nonlinear Approach to Support Decision-Making for a Hydro Power Producer. International Review of Electrical Engineering-IREE. 2010; 5 (3): 1317-1323 Part B.
Relatório da Série N.º: 3;
Resumo: In this paper, a mixed-integer nonlinear approach is proposed to support decision-making for a hydro power producer, considering a head-dependent hydro chain. The aim is to maximize the profit of the hydro power producer from selling energy into the electric market. As a new contribution to earlier studies, a risk aversion criterion is taken into account, as well as head-dependency. The volatility of the expected profit is limited through the conditional value-at-risk (CVaR). The proposed approach has been applied successfully to solve a case study based on one of the main Portuguese cascaded hydro systems.
Peer review: yes
URI: http://hdl.handle.net/10400.21/542
ISSN: 1827-6660
Aparece nas colecções:ISEL - Eng. Electrotécn. - Artigos



FacebookTwitterDeliciousLinkedInDiggGoogle BookmarksMySpace
Formato BibTex MendeleyEndnote Degois 

Todos os registos no repositório estão protegidos por leis de copyright, com todos os direitos reservados.