A Stochastic Optimization Model for Gas Sale Company

Marida Bertocchi, Francesca Maggioni, Elisabetta Allevi, Mario Innorta, Maria Teresa Vespucci


A new stochastic optimisation model to assist companies dealing with gas retail
commercialisation is described.
Stochasticity is due to the dependence of consumptions on temperature uncertainty.
Two different models for modelling temperature scenarios are compared. The model can be classified
as an NLP mixed integer model, with the profit function depending on the number of contracts with
the final consumers, the tipology of such consumers and the cost supported to meet the final demand
and constraints related to a maximum daily gas consumption, to yearly maximum and minimum comsumption
in order to avoid penalties and to consumption profiles.

[DOI: 10.1685 / CSC06020] About DOI

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DOI: https://doi.org/10.1685/

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