| Article ID: | iaor20081821 |
| Country: | Cuba |
| Volume: | 28 |
| Issue: | 1 |
| Start Page Number: | 4 |
| End Page Number: | 16 |
| Publication Date: | Jan 2007 |
| Journal: | Revista de Investigacin Operacional |
| Authors: | Schultz Rdiger, Neise Frederike |
| Keywords: | risk, programming: probabilistic |
We introduce models and algorithms suitable for including risk aversion into stochastic programming problems in energy. For a system with dispersed generation of power and heat we present computational results showing the superiority of our decomposition algorithm over a standard mixed-integer linear programming solver.