Robust self-scheduling under price uncertainty using conditional value-at-risk

By Rabih A. Jabr. IEEE Transactions on Power Systems, 2005

172 citations recorded by the source corpus.

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Optimization of Electricity Retailer's Contract Portfolio Subject to Risk Preferences (2010, unknown): “mizations have gained popularity [13], [15], [38]–[40].”
A Novel Probabilistic Optimal Power Flow Model With Uncertain Wind Power Generation Described by Customized Gaussian Mixture Model (2016, unknown): “In particular, the power market researches give considerable attentions to the VaR, conditional VaR and their optimization [40]–[42].”
Risk-Constrained Bidding and Offering Strategy for a Merchant Compressed Air Energy Storage Plant (2017, methodology): “Robust optimization is employed to hedge the risks associated with price uncertainty in [16], [17].”
Application of information-gap decision theory to risk-constrained self-scheduling of GenCos (2013, methodology): “Conditional Value at Risk (CVaR), an extension of VaR, is used as a risk measure for self-scheduling of cascaded hydro units in [19] and for a thermal GenCo in [20].”