Chapter 1: Overview of electric power generation systems.
Chapter 2: The problem of generation self-scheduling in electricity markets can be approached via the tools of modern portfolio optimization theory. This chapter presents scheduling frameworks that are based on the Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) measures. It also discusses worst-case risk formulations that account for data uncertainty within the decision-making process. In all formulations, the problem is cast as a semidefinite program that can be solved efficiently. The optimization programs are clearly illustrated on a small-scale test system.
Chapter 3: The focus on load forecasting application has moved from large aggregated loads toward ...
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