Unit Commitment Without Commitment: A Dynamic Programming Approach for Managing an Integrated Energy System Under Uncertainty

The authors thank Antonio Conejo, David Hsieh, Erin Mansur, David McAdams, Dalia Patiño-Echeverri, and seminar participants at Fuqua, Tuck, the University of Toronto, INSEAD, and INFORMS conferences, as well as the area editor, an anonymous associate editor, and two anonymous referees for their helpful comments. The authors also gratefully acknowledge GRACE teammates Dimitrios Floros and Jordan Kern for providing the net demand forecasting models that we use in our numerical examples and Duke Energy for providing the data underlying these examples and insight into the unit commitment problem. The processes and procedures described in this paper, as well as any products derived from its content, are the subject of a pending patent owned by Duke University and Dartmouth College, who also own the copyrights in the software implementing the concepts. All rights are reserved.