scenario
The scenario object is used to define a scenario tree when running the stochastic version of SHOP (SHARM). A single scenario called ‘S1’ is always created in SHOP, and only N-1 new scenarios should be created when running SHARM.
| Input connections | |
| Output connections | |
| License | SHOP_SCENARIO_FUNCTIONALITY |
| Release version | 13.0.0.a |
Examples¶
References¶
Progressive hedging for stochastic programs with cross-scenario inequality constraints Aasgård & Skjelbred (2020)
Applying successive linear programming for stochastic short-term hydropower optimization Belsnes et al. (2016)
Evaluating a stochastic-programming-based bidding model for a multireservoir system Aasgård et al. (2014)
Comparing Bidding Methods for Hydropower Aasgård et al. (2016)
Hydropower Bidding Using Linearized Start-Ups Aasgård (2017)
Value of multi-market trading for a hydropower producer Fodstad et al. (2017)
Optimizing day-ahead bid curves in hydropower production Aasgård et al. (2018)
Coordinated hydropower bidding in the day-ahead and balancing market Aasgård (2019)
Hydropower bidding in a multi-market setting Aasgård et al. (2019)
The value of coordinated hydropower bidding in the Nordic day-ahead and balancing market Aasgård (2022)
Attributes¶
| Attribute | Data type | I/O | Required | Unit | Default | License | Version added | NaN allowed |
|---|---|---|---|---|---|---|---|---|
| scenario_id | int | Input | No | NO_UNIT | 0 | SHOP_SCENARIO_FUNCTIONALITY | 13.0.0.a | No |
| probability | timeseries | Input | No | NO_UNIT | None/null | SHOP_SCENARIO_FUNCTIONALITY | 13.0.0.a | No |
| common_scenario | timeseries | Input | No | NO_UNIT | None/null | SHOP_SCENARIO_FUNCTIONALITY | 13.0.0.a | No |
| common_history | timeseries | Input | No | NO_UNIT | None/null | SHOP_SCENARIO_FUNCTIONALITY | 13.0.0.a | No |
scenario_id¶
Scenario ID. Should be numbered consecutively starting from 1.
probability¶
Probability between 0 and 1 for realization of this scenario. The sum of probabilities for all scenarios must be equal to 1. Only the probability for the last time step is used and it will be applied to all time steps to ensure consistency.
common_scenario¶
Definition of non-anticipativity constraints for the full model. All decision variables must be the same for all scenarios and time steps where common_scenario is equal. All input time-series with stochastic data must accordingly have the same value for all scenarios and time steps where common_scenario is equal.
common_history¶
Definition of which scenario that should be used as the source for a branch in the current scenario. Branching from a different scenario than itself allows modelling of continuous short-term uncertainty by re-using existing scenarios.
- Aasgård, E. K., & Skjelbred, H. I. (2020). Progressive hedging for stochastic programs with cross-scenario inequality constraints. Computational Management Science, 17(1), 141–160. 10.1007/S10287-019-00359-Z/FIGURES/9
- Belsnes, M. M., Wolfgang, O., Follestad, T., & Aasgård, E. K. (2016). Applying successive linear programming for stochastic short-term hydropower optimization. Electric Power Systems Research, 130, 167–180. 10.1016/J.EPSR.2015.08.020
- Aasgård, E. K., Andersen, G. S., Fleten, S. E., & Haugstvedt, D. (2014). Evaluating a stochastic-programming-based bidding model for a multireservoir system. IEEE Transactions on Power Systems, 29(4), 1748–1757. 10.1109/TPWRS.2014.2298311
- Aasgård, E. K., Skjelbred, H. I., & Solbakk, F. (2016). Comparing Bidding Methods for Hydropower. Energy Procedia, 87, 181–188. 10.1016/J.EGYPRO.2015.12.349
- Aasgård, E. K. (2017). Hydropower Bidding Using Linearized Start-Ups. Energies 2017, Vol. 10, Page 1975, 10(12), 1975. 10.3390/EN10121975
- Fodstad, M., Mathisen, M., & Midthun, K. T. (2017). Value of multi-market trading for a hydropower producer. International Conference on the European Energy Market, EEM. 10.1109/EEM.2017.7981989
- Aasgård, E. K., Naversen, C. Ø., Fodstad, M., & Skjelbred, H. I. (2018). Optimizing day-ahead bid curves in hydropower production. Energy Systems, 9(2), 257–275. 10.1007/S12667-017-0234-Z/FIGURES/15
- Aasgård, E. K. (2019). Coordinated hydropower bidding in the day-ahead and balancing market. Proceedings of the 6th International Workshop on Hydro Scheduling in Competitive Electricity Markets, 16–25. 10.1007/978-3-030-03311-8_3
- Aasgård, E. K., Fleten, S. E., Kaut, M., Midthun, K. T., & Perez-Valdes, G. A. (2019). Hydropower bidding in a multi-market setting. Energy Systems, 10(3), 543–565. 10.1007/S12667-018-0291-Y/FIGURES/1
- Aasgård, E. K. (2022). The value of coordinated hydropower bidding in the Nordic day-ahead and balancing market. Energy Systems, 13(1), 53–77. 10.1007/S12667-020-00388-7/TABLES/5