{"title":"ENERGY PLANT OPERATION AND INSTALLATION PLANNING VIA STOCHASTIC PROGRAMMING","authors":"Tomoki Fukuba, T. Shiina, K. Tokoro","doi":"10.15807/torsj.63.1","DOIUrl":"https://doi.org/10.15807/torsj.63.1","url":null,"abstract":"An optimization model of energy plants operational planning when installing photovoltaic generation and a storage battery is developed via two-stage stochastic programming. This determines the operational planning while considering the uncertainty of the output of the photovoltaic generation. The uncertainty is represented by a set of discrete scenarios. The decisions indicating the states of the devices are made in the (cid:12)rst stage, and the amounts of the energy (cid:13)ow are determined in the second stage for each scenario. The objective is the minimization of the expected value of the operational cost. Including a nonlinear constraint for a practical operational planning, the model becomes a large-scale nonlinear mixed integer programming problem. In order to obtain an exact solution, we reformulate it as a large-scale mixed integer programming problem by introducing piecewise linear approximation. Computational results show the effectiveness of our stochastic model by comparing it with the conventional deterministic model. We also calculate recovery periods of the investment cost for the photovoltaic generation and the storage battery and make an economical evaluation of installing them in Japan.","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124388932","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A DECOMPOSITION-BASED ALGORITHM FOR TRAIN TIMETABLING PROBLEM WITH DYNAMIC PASSENGERS' DEMANDS","authors":"Ryuya Matsunaga, Hideya Shibata","doi":"10.15807/torsj.64.101","DOIUrl":"https://doi.org/10.15807/torsj.64.101","url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"47 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132982926","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"HOW TO BUILD A PORTFOLIO OF INTEREST-BEARING BONDS FOCUSING ON MARKET MISPRICING","authors":"Yoshiyuki Shimai, Naoki Makimoto","doi":"10.15807/torsj.64.1","DOIUrl":"https://doi.org/10.15807/torsj.64.1","url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126462567","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"PREDICTION METHOD FOR SOLAR POWER BUSINESS BASED ON FORECASTED GENERAL WEATHER CONDITIONS AND PERIODIC TRENDS BY WEATHER","authors":"Takuji Matsumoto, Yuji Yamada","doi":"10.15807/torsj.62.1","DOIUrl":"https://doi.org/10.15807/torsj.62.1","url":null,"abstract":"With the introduction of photovoltaics rapidly accelerating and its in(cid:13)uence on the electric power system expanding, there is a growing demand for the prediction of solar power output and solar radiation. In this paper, we present a method to predict solar radiation and solar power output using an estimated trend and general weather forecasts reported by the national meteorological agency, taking particular note of a smooth periodic trend identi(cid:12)ed when dividing the measured value of solar radiation by the hourly time zone and weather. First, by constructing a generalized additive model (GAM) in which the periodic dummy variable and actual general weather conditions are used as explanatory variables, we extract the seasonal trends of solar radiation and solar power output for different general weather scenarios, such as sunny, rainy and cloudy. Next, we estimate the probability (conditional expected value) of actualizing each weather scenario given a forecasted weather condition by using a multinomial logit model, noting that the prediction method used in common practice, in which the forecast values are directly submitted as if they were actualized, possibly brings bias to the predicted values because it excludes the probabilities that the weather forecast is wrong. Then, in combination with seasonal trends estimated by GAM, we construct a new prediction model calculating prediction values of solar radiation and power output. Finally, this study also veri(cid:12)es the superiority of this proposed prediction method in the reduction of prediction error by comparing it with preceding methods and the prediction method that directly substitutes forecast scenarios.","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130119157","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"VEHICLE ROUTE ASSIGNMENT WITH CONSIDERATION OF CROSSING AND MERGING IN GRID ROAD NETWORK","authors":"H. Miura, Shinya Kashiwagi","doi":"10.15807/torsj.62.54","DOIUrl":"https://doi.org/10.15807/torsj.62.54","url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132966929","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"APPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH HOMOTHETIC ROBUST UTILITY","authors":"Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda","doi":"10.15807/torsj.62.71","DOIUrl":"https://doi.org/10.15807/torsj.62.71","url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126818629","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"UNDER-EXPENDITURE DETERMINATION OF ELDERLY PEOPLE AND EXTRACTION OF CHARACTERISTIC EXPENDITURE ITEMS","authors":"Yuya Yokoyama, Y. Yoshitomi","doi":"10.15807/torsj.64.126","DOIUrl":"https://doi.org/10.15807/torsj.64.126","url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"81 2-3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123457154","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"人間社会的流行における数理モデルの提案","authors":"靖 大田, 直樹 水谷","doi":"10.15807/torsj.64.22","DOIUrl":"https://doi.org/10.15807/torsj.64.22","url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123266441","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Sota Usui, Morimitsu Kurino, T. Oto, Maiko Shigeno
{"title":"APPLICABILIRY OF DOMINANT MATCHINGS FOR A DONOR EXCHANGE SYSTEM ON ORGAN TRANSPLANTATION","authors":"Sota Usui, Morimitsu Kurino, T. Oto, Maiko Shigeno","doi":"10.15807/torsj.65.1","DOIUrl":"https://doi.org/10.15807/torsj.65.1","url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"117 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127588292","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"EQUILIBRIUM ANALYSIS OF A MULTI-KEYWORD AUCTION – A CASE WHERE TWO ADVERTISERS HAVE THE SAME WEIGHTED AVERAGE VALUE","authors":"Ayano Nakagawa","doi":"10.15807/torsj.64.204","DOIUrl":"https://doi.org/10.15807/torsj.64.204","url":null,"abstract":"","PeriodicalId":309425,"journal":{"name":"Transactions of the Operations Research Society of Japan","volume":"69 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124446081","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}