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Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning

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Handbook of Power Systems I

Part of the book series: Energy Systems ((ENERGY))

Abstract

We present recent developments in two-stage mixed-integer stochastic programming with regard to application in power production planning. In particular, we review structural properties, stability issues, scenario reduction, and decomposition algorithms for two-stage models. Furthermore, we describe an application to stochastic thermal unit commitment.

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Authors and Affiliations

  1. Humboldt University, 10099, Berlin, Germany

    Werner Römisch & Stefan Vigerske

Authors
  1. Werner Römisch
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  2. Stefan Vigerske
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Correspondence to Werner Römisch .

Editor information

Editors and Affiliations

  1. Department of Industrial and Systems Eng, University of Florida, Gainesville, Florida, USA

    Panos M. Pardalos

  2. Division of Economics and Business, Colorado School of Mines, Golden, Colorado, USA

    Steffen Rebennack

  3. Rio Praia de Botafogo, Centro Empresarial Rio Praia de Botafogo, Rio de Janeiro, Rio de Janeiro, Brazil

    Mario V. F. Pereira

  4. Research & Development, EnerCoRD - Energy Consulting, Research & Development, Athens, Greece

    Niko A. Iliadis

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Römisch, W., Vigerske, S. (2010). Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning. In: Pardalos, P., Rebennack, S., Pereira, M., Iliadis, N. (eds) Handbook of Power Systems I. Energy Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02493-1_8

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  • DOI: https://doi.org/10.1007/978-3-642-02493-1_8

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