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Stochastic Unit Commitment

Adapted from https://github.com/pajalevi/Stochastic_UC_model_julia.

Overview

Find the dispatch schedule, $p$, for generators $g$, that minimizes costs across time $t$ and scenarios $o$

$$\min\sum_{g,t,o}(s_{g,t,o}+p_{g,t,o} varcost_g)$$

Subject to technical constraints, including:

$$\sum_g p_{g,t,o}={dem}_t\quad\forall t,o$$

$$s_{g,t,o}\geq v_{g,t,o}startup_g\quad\forall g,t,o$$

$$pmin_g u_{g,t,o} \leq p_{g,t,o} \leq pmax_g u_{g,t,o}\quad\forall g,t,o$$

$$v_{g,t+1,o}=u_{g,t+1,o}-u_{g,t,o}\quad\forall g,t,o$$

$$u,v\in(0,1);p,s\in\mathbb{R}$$