6 Scopus citations


In this paper we introduce a continuous time multi stage stochastic optimization for scheduling generating units, their commitment, reserve capacities and their continuous time generation profiles in the day-ahead wholesale electricity market. Our formulation approximates the solution of a variational problem, in which the balance, generation capacity and ramping constraints are in continuous time. Due to the greater accuracy of our representation of ramping events this approach improves the system reliability and lowers the real-time cost.

Original languageEnglish (US)
Title of host publication20th Power Systems Computation Conference, PSCC 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Print)9781910963104
StatePublished - Aug 20 2018
Event20th Power Systems Computation Conference, PSCC 2018 - Dublin, Ireland
Duration: Jun 11 2018Jun 15 2018


Other20th Power Systems Computation Conference, PSCC 2018


  • Continuous time unit commitment
  • Multistage stochastic programming
  • Stochastic unit commitment

ASJC Scopus subject areas

  • Energy Engineering and Power Technology
  • Computer Networks and Communications
  • Safety, Risk, Reliability and Quality

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