This paper presents a bi-level approach to support retailers in making investment decisions in renewable-based systems to provide clean electricity. The proposed model captures the strategic nature of the problem and combines capacity sizing decisions for installed technologies with pricing...

This paper deals with the optimal home energy management problem faced by a smart prosumer equipped with PV panels and storage systems. The stochastic programming framework is adopted with the aim of explicitly accounting for the inherent uncertainty affecting the main problem parameters (i.e....

This paper deals with the problem of scenario tree reduction for stochastic programming problems. In particular, a reduction method based on cluster analysis is proposed and tested on a portfolio optimization problem. Extensive computational experiments were carried out to evaluate the...

This paper deals with the optimal home energy management problem faced by a smart prosumer equipped with PV panels and storage systems. The stochastic programming framework is adopted with the aim of explicitly accounting for the inherent uncertainty affecting the main problem parameters (i.e....