We propose a stochastic model for the daily operation scheduling of a generation system including pumped storage hydro plants and wind power plants, where the uncertainty is represented by the hourly wind power production. In order to assess the value of the stochastic modeling, we discuss two case studies: in the former the scenario tree is built so as to include both low and high wind power p...

Congestion management in electricity markets is traditionally done using deterministic values of power system parameters considering a fixed network configuration. In this paper, a stochastic programming framework is proposed for congestion management considering the power system uncertainties. The uncertainty sources that are modeled in the proposed stochastic framework consist of contingencie...

Wave Energy Conversion) Optimal Power Generation of a Wave Energy Converter in a Stochastic Environment by Steven M. Lattanzio Department of Civil and Environmental Engineering Duke University Date:

Recently increasing penetration of renewable energy generation brings challenges for power system operators to perform efficient power generation daily scheduling, due to the intermittent nature of the renewable generation and discrete decisions of each generation unit. Among all aspects to be considered, unit commitment polytope is fundamental and embedded in the models at different stages of ...

Hydro-electric power utilities convert the potential energy of water to electricity through the operation of generation turbines. Each turbine unit has an operating range and incurs a fixed start-up cost. The problem of determining which turbines should be operating at any point during the day whilst ensuring that the demand for electricity is satisfied is known as the unit commitment problem. ...

We present a numerical method for finite-horizon stochastic optimal control models. We derive a stochastic minimum principle (SMP) and then develop a numerical method based on the direct solution of the SMP. The method combines Monte Carlo pathwise simulation and non-parametric interpolation methods.Wepresent results froma standard linear quadratic controlmodel, and a realistic case study that ...

In the article there are mentioned combined discrete dynamic systems and analysis of their power spectrum especially aimed to the event activated part of the system. Combined dynamic systems, also called hybrid systems are the fusion result of the time-driven and event activated systems. System consists of a combination of cyclically recurring processes in each period of processing and the stoc...

There is an increasing need to forecast power generated by photovoltaic sources in day-ahead power system operation. The electrical energy generated by these renewable sources is an uncertain variable and depends on solar irradiance, which is out of control and depends on climate conditions. The stochastic programming based on various scenarios is an efficient way to deal with such uncertaintie...