Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation

Dimitri Drapkin (), Ralf Gollmer (), Uwe Gotzes (), Frederike Neise () and Rüdiger Schultz ()
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Dimitri Drapkin: University of Duisburg-Essen
Ralf Gollmer: University of Duisburg-Essen
Uwe Gotzes: E.ON Gastransport GmbH
Frederike Neise: E.ON Ruhrgas AG
Rüdiger Schultz: University of Duisburg-Essen

Chapter Chapter 12 in Stochastic Optimization Methods in Finance and Energy, 2011, pp 253-271 from Springer

Abstract: Abstract Dispersed power generation is the source of many challenging optimization problems with uncertain data. We review algorithmic approaches to risk aversion with stochastic dominance constraints. Dispersed power generation provides the practical background for illustration and comparison of the methods.

Keywords: Stochastic programming; Dispersed power generation; Risk aversion; Stochastic dominance constraints; Decomposition algorithms (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-1-4419-9586-5_12

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