XVII th Conference on Stochastic Programming

Handling of long-term storage in multi-horizon stochastic programs

1 août 2025, 11:30

25m

Navier

Invited talk Multihorizon Stochastic Programming: Models, Algorithms, and Applications Mini-symposium

Orateur

Michal Kaut (SINTEF)

Description

We show how to implement long-term storage in the multi-horizon modelling paradigm, expanding the range of problems this approach is applicable to. The presented implementation is based on the HyOpt optimization model, but the ideas are generic.
We illustrate the effects of several formulations on a simple case of electrification of an offshore installation using wind turbines and a hydrogen-based energy-storage system. The results show that the formulations provide reasonable modelling of the storage capacity, without sacrificing the advantages of the multi-horizon approach.

Documents de présentation

multi-horizon_storage.pdf

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