Power System Formulation

STOCHASTIC NONLINEAR INTEGER MODEL:min ?s p(s) ( ????fi( x(t,i,s), u(t,i,s))

s.t. (for all s): ?k x(t,i, s)  d(t),t=1..T, x(t,i, s) in X(t,i, s,u)

u(t,i,s) integer, x(t,i, s)  0, all i,t;

Nonanticipativity:

Es’ x(k,t, s’) - x(k,t, s) = 0 if s’,s Œ Sti for all t, i, s

This says decision cannot depend on future.

?Sti are groups at the same level

of the scenario tree

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