Risk-Constrained Multi-Stage Wind Power Investment

被引：96

作者：

Baringo, Luis ^{[1
]}

Conejo, Antonio J. ^{[1
]}

机构：

[1] Univ Castilla La Mancha, E-13071 Ciudad Real, Spain

来源：

IEEE TRANSACTIONS ON POWER SYSTEMS | 2013年 / 28卷 / 01期

关键词：

Mathematical program with equilibrium constraints (MPEC); risk management; stochastic programming; wind power investment; GENERATION;

D O I：

10.1109/TPWRS.2012.2205411

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

When deciding on wind power investments, three major issues arise: the production variability and uncertainty of wind facilities, the eventual future decline in wind power investment costs, and the significant financial risk involved in such investment decisions. Recognizing the above important issues, this paper proposes a risk-constrained multi-stage stochastic programming model to make optimal investment decisions on wind power facilities along a multi-stage horizon. The proposed model is illustrated using a clarifying example and a case study.

引用

收藏

页码：401 / 411

页数：11

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