{
"title": "Stochastic Programming Model for Power Generation",
"authors": "Takayuki Shiina",
"country": null,
"institution": null,
"volume": "54",
"journal": "International Journal of Mathematical, Computational, Physical, Electrical and Computer Engineering",
"pagesStart": 889,
"pagesEnd": 895,
"ISSN": "1307-6892",
"URL": "http:\/\/waset.org\/publications\/15305",
"abstract": "We consider power system expansion planning under\r\nuncertainty. In our approach, integer programming and stochastic\r\nprogramming provide a basic framework. We develop a multistage\r\nstochastic programming model in which some of the variables are\r\nrestricted to integer values. By utilizing the special property of the\r\nproblem, called block separable recourse, the problem is transformed\r\ninto a two-stage stochastic program with recourse. The electric power\r\ncapacity expansion problem is reformulated as the problem with first\r\nstage integer variables and continuous second stage variables. The\r\nL-shaped algorithm to solve the problem is proposed.",
"references": null,
"publisher": "World Academy of Science, Engineering and Technology",
"index": "International Science Index 54, 2011"
}