Optimal control of electricity input given an uncertain demand


Göttlich, Simone ; Korn, Ralf ; Lux, Kerstin


Additional URL: https://arxiv.org/abs/1810.05480
Document Type: Working paper
Year of publication: 2018
Place of publication: Mannheim
Publication language: English
Institution: School of Business Informatics and Mathematics > Wissenschaftliches Rechnen (Göttlich 2011-)
Subject: 510 Mathematics
Abstract: We consider the problem of determining an optimal strategy for electricity injection that faces an uncertain power demand stream. This demand stream is modeled via an Ornstein-Uhlenbeck process with an additional jump component, whereas the power flow is represented by the linear transport equation. We analytically determine the optimal amount of power supply for different levels of available information and compare the results to each other. For numerical purposes, we reformulate the original problem in terms of the cost function such that classical optimization solvers can be directly applied. The computational results are illustrated for different scenarios.

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Korn, Ralf ; Lux, Kerstin (2018) Optimal control of electricity input given an uncertain demand. Mannheim [Working paper]


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