Publication
Risk Aversion in a Mixed-Integer Nonlinear Approach to Support Decision-Making for a Hydro Power Producer
| dc.contributor.author | Catalão, João Paulo da Silva | |
| dc.contributor.author | Pousinho, Hugo Miguel Inácio | |
| dc.contributor.author | Mendes, Victor | |
| dc.date.accessioned | 2011-11-24T15:36:44Z | |
| dc.date.available | 2011-11-24T15:36:44Z | |
| dc.date.issued | 2010-06 | |
| dc.description.abstract | 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. | por |
| dc.identifier.citation | 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. | por |
| dc.identifier.issn | 1827-6660 | |
| dc.identifier.uri | http://hdl.handle.net/10400.21/542 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | PRAISE WORTHY PRIZE SRL | por |
| dc.relation.ispartofseries | 3; | |
| dc.subject | Decision Support | por |
| dc.subject | Hydro Power Producer | por |
| dc.subject | Mixed-Integer Nonlinear Programming | por |
| dc.subject | Risk Aversion | por |
| dc.title | Risk Aversion in a Mixed-Integer Nonlinear Approach to Support Decision-Making for a Hydro Power Producer | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Napoli | por |
| oaire.citation.endPage | 1323 | por |
| oaire.citation.issue | 5 | por |
| oaire.citation.startPage | 1317 | por |
| oaire.citation.title | International Review of Electrical Engineering-IREE | por |
| person.familyName | Mendes | |
| person.givenName | Victor | |
| person.identifier.orcid | 0000-0002-4599-477X | |
| person.identifier.rid | D-2332-2012 | |
| person.identifier.scopus-author-id | 55138675600 | |
| rcaap.rights | restrictedAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | a86b9291-f23c-4f09-83d7-9ee691696705 | |
| relation.isAuthorOfPublication.latestForDiscovery | a86b9291-f23c-4f09-83d7-9ee691696705 |
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