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Optimal portfolio investment and coordinated scheduling of an energy storage merchant in the energy

R. Go, A. Castillo, D.F. Gayme, S. Wogrin

We access strategic behaviour of a merchant energy storage provider in the bulk power market through a bilevel model to represent sequential decisions in investment and operations. W model optimal portfolio investments based on sitting, sizing, and technology mix, and explore the effect of strategic operations, such as coordinated scheduling, on decisions. We transform this model into a math program with equilibrium constraints (MPEC), and approximate and solve as a mixed integer program (MIP).


INFORMS Anual Meeting, Filadelfia, Pensilvania (Estados Unidos de América). 01 noviembre 2015

Fecha de publicación: noviembre 2015.



Cita:
R. Go, A. Castillo, D.F. Gayme, S. Wogrin, Optimal portfolio investment and coordinated scheduling of an energy storage merchant in the energy, INFORMS Anual Meeting - INFORMS 2015. Filadelfia, Estados Unidos de América, 01-04 Noviembre 2015


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