Optimal selection of distributed energy resources under uncertainty and risk aversion
The adoption of small-scale electricity generation has been hindered by uncertain electricity and gas prices. In order to overcome this barrier to investment, we develop a mean-risk optimization model for the long-term risk management problem of an energy consumer using stochastic programming. The c...
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Main Authors: | MAUROVICH-HORVAT, Lajos, DE REYCK, Bert, ROCHA, Paula |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2016
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Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6763 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7741/viewcontent/CHPInv_6Jul2016.pdf |
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Institution: | Singapore Management University |
Language: | English |
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