This paper presents the application of Mixed-Integer Programming (MIP) approach for solving the security-constrained daily hydrothermal generation Scheduling which takes into account the intermittency and volatility of wind power generation, which is called Security-Constrained Wind Hydrothermal...

We consider the incorporation of a time-consistent coherent risk measure into a multi-stage stochastic programming model, so that the model can be solved using a SDDP-type algorithm. We describe the implementation of this algorithm, and study the solutions it gives for an application of...

We consider the optimal operation of a hydroelectric plant supplemented by a set of thermal plants. The initial model gives rise to a discrete minimization problem with a convex cost function, submitted to both concave and convex restrictions. The geometry of the water reservoir is taken into...

We consider the optimal operation of a hydroelectric plant supplemented by a set of thermal plants. The initial model gives rise to a discrete minimization problem with a convex cost function, submitted to both concave and convex restrictions. The geometry of the water reservoir is taken into...