A lattice method for jump-diffusion process applied to transmission expansion investments under demand and distributed generation uncertainties

Author:

Kucuksayacigil Fikri,Min K. Jo

Publisher

Springer Science and Business Media LLC

Subject

General Energy,Economics and Econometrics,Modelling and Simulation

Reference70 articles.

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2. Iowa Utilities Board: Recommendation to solicit additional responses regarding net metering and interconnection of distributed generation and schedule a workshop for distributed generation checklist. https://efs.iowa.gov/cs/groups/external/documents/docket/mdaw/mju2/~edisp/256704.pdf (2014). Accessed 23 Feb 2019

3. Liu, J., Cheng, H., Zeng, P., Yao, L., Shang, C., Tian, Y.: Decentralized stochastic optimization based planning of integrated transmission and distribution networks with distributed generation penetration. Appl. Energy 220, 800–813 (2018)

4. U.S. Energy Information Administration: Electric power annual 2017. https://www.eia.gov/electricity/annual/pdf/epa.pdf (2017). Accessed 23 Feb 2019

5. Longstaff, F.A., Schwartz, E.S.: Valuing American options by simulation: a simple least-squares approach. Rev. Financ. Stud. 14(1), 113–147 (2001)

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