Search for dissertations about: "Multistage stochastic programming"

Found 4 swedish dissertations containing the words Multistage stochastic programming.

2. 1. Stochastic Modeling and Optimization under Uncertainty of a Hydro Power System

   Author : Roger Halldin; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programming; operations research; Statistics; energy derivatives; multistage stochastic programs; electricity prices; principal component analysis; Scenario trees; inflow modeling; operationsanalys; programmering; aktuariematematik;

   Abstract : Electricity bought and sold on the deregulated Nordic power market is dominated by hydro power. However, hydro power generation is restricted by the amount of water in reservoirs. The inflows to these reservoirs show a yearly cycle and seasonal planning of the production is necessary. Seasonal planning up to 1. READ MORE

4. 2. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market

   Author : Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

   Abstract : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. READ MORE

5. 3. Optimization of Investments for Strategic Process Integration and Pulp Mill Biorefinery Projects under Uncertainty

   Author : Elin Svensson; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; pulp and paper industry; investment planning; biorefinery; scenario-based modelling.; stochastic programming; Process integration;

   Abstract : Energy-intensive industrial plants operate in a changing, uncertain environment. Long-term changes are expected in energy prices, political regulations and technology development. Pulp and paper companies, like many other industries, are under strong pressure to respond to these changes. READ MORE

6. 4. Stochastic Planning of Smart Electricity Distribution Networks

   Author : Manuel Alejandro Alvarez Perez; Sarah K. Rönnberg; Math Bollen; Jin Zhong; Luleå tekniska universitet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electric Power Engineering; Elkraftteknik;

   Abstract : The penetration of intermittent Distributed Generation (DG) brought additional uncertainty to the system operation and planning. To cope with uncertainties the Distribution System Operator (DSO) could implement several strategies. READ MORE