TU Delft
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2017/2018 Technology, Policy and Management Master Complex Systems Engineering and Management
Engineering Optimization and Integrating Renewables in Electricity Markets
Module Manager
Name E-mail
Dr.ir. Z. Lukszo    Z.Lukszo@tudelft.nl
Responsible for assignments
Name E-mail
Dr.ir. Z. Lukszo    Z.Lukszo@tudelft.nl
Co-responsible for assignments
Name E-mail
Dr.ir. R.M. Stikkelman    R.M.Stikkelman@tudelft.nl
Contact Hours / Week x/x/x/x
Education Period
Start Education
Exam Period
Course Language
Expected prior knowledge
The mathematical level required is elementary - a basic knowledge of analysis, matrix algebra and linear programming will suffice.
Course Contents
This course discusses operational issues in current (deterministic)and future (stochastic) electric energy systems that comprise a significant number of renewable producers.
It provides optimization models for the efficient and secure operation of such systems; these models concern the market operator, the producers/prosumers and the demand.
The course also discusses flexibility measures, both on the supply and the demand sides, to facilitate the integration of the stochastic renewable production facilities.
Study Goals
The goal of the course is to represent and to solve decision problems from the energy sector as optimization problems. Mathematical programming techniques, Linear and Non-linear programming as well as (Mixed) Integer Programming will be discussed. Also dynamic programming and game theory will be presented. Next, the course provides an overview of the main operational challenges arising from the massive penetration of variable and stochastic renewable energy in electricity markets and shows the role of the optimization techniques in designing technical and market solution.
After completion of the course, the student is able:
- To identify design challenges for the operation of electric energy systems including deterministic production facilities, such as coal- or gas-fired units, or nuclear power plants (economic dispatch, unit commitment, optimal power flow, market clearing)
- To choose and apply optimization methods for deterministic design challenges in design and operation of electric energy systems
- To formulate decision problem to efficiently cope with the inherent uncertainty and variability in the production of stochastic renewable units
- To apply the algorithms for optimization under uncertainty, in particular, stochastic programming and robust optimization.

Education Method
Lectures and instructions
Written exam; weekly assignments can be submitted for a bonus of maximal 0,5 point in total.