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In this paper, we study unit commitment (UC) problems considering the uncertainty of load and wind power generation. UC problem is formulated as a chance-constrained two-stage stochastic programming problem where the chance constraint is used to restrict the probability of load imbalance. In addition to the conventional mixed integer linear programming formulation using Big-M, we present the bilinear...
E-business based maintenance, repair and overhaul (E-MRO) is a new MRO service mode. Although in real world there are a number of E-MRO prototype systems, few comprehensive studies have been conducted on this topic. Motivated by the challenges of making optimal E-MRO service planning, simultaneously considering the capacity constraints of MRO service providers and the maintenance constraints of equipment...
Risk aversion is one of the most important issues in water resources management which may become more complex with existence of uncertainty. To deal with this kind of problems, a novel risk programming model, CNTPS_CRI, was proposed in this paper. It was formulated through integrating two models: CVaR-based nonlinear stochastic programming model (CNTSP), and comprehensive risk index (CRI). The CNTSP...
In this study, an interval-parameter multi-stage stochastic chance-constrained mixed integer programming (IMSCMIP) method has been developed for inter-basin water resources management systems under uncertainty. By incorporating the chance-constrained programming (CCP) techniques, and mixed integer programming within an interval-parameter multi-stage stochastic programming framework, the model improves...
This paper designs supply chain network in uncertain environment, in which the demands of customers are assumed to be random variables, and the operation costs are considered as fuzzy numbers. We formulate model by fuzzy programming and develop monkey-king algorithm to solve the proposed model. Through an example, compared with the traditional genetic algorithm, it is proved that the presented algorithm...
Multi-stage decision making, a fundamental tenet of stochastic programming, resonates well with the practice of the electricity markets. The day-ahead market, used to commit the generators, bears uncertainty in the power demand and physical conditions of the generators and transmission lines. The situation becomes less uncertain in the real-time market, where the dispatch is decided. Although traditional...
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