Portfolio optimization of generic energy storage-based virtual power plant under decision-dependent uncertainties
Ning Qi, Lin Cheng, Hongtao Li, Yongliang Zhao, Hao Tian
Topics & Concepts
CVARMathematical optimizationComputer sciencePortfolioVirtual power plantPortfolio optimizationStochastic optimizationStochastic programmingElectricity marketDemand responseProfit (economics)Flexibility (engineering)Energy storageExpected shortfallRenewable energyElectricityDistributed generationPower (physics)MathematicsEconomicsEngineeringMicroeconomicsStatisticsFinancial economicsElectrical engineeringQuantum mechanicsPhysicsSmart Grid Energy ManagementElectric Power System OptimizationEnergy Load and Power Forecasting