Article published in European Journal of Operational Research


The chair of Prof. Dr. Brigitte Werners develops innovative concepts and mathematical models in order to make optimal decisions for complex scheduling problems which are often related to uncertainty. One of the focuses of the research work lies on the use of quantitative methods in the energy industry. The planning of the plant utilization of technical demanding powerhouses in combination with a successful acting on the German power market with different products is extremely challenging because of stochastic influences. An innovative mathematical optimization model was developed as part of the research work, for the optimized schedule of an existing cogeneration plant. It anticipates the electricity price under uncertainty. Therefore, future market scenarios are used with appropriate forecast models in combination with scenario reducing methods to generate scenario trees that are considered appropriately in the multilevel optimization.
The suitability of innovative approaches for real scheduling problems was tested and approved with the help of a realistic case study. For an existing powerhouse, the advantageousness of the combined commerce was shown at the day-ahead spot market and for the minutes reserve at the German power market.
Research results can be used in practice for an optimal plant utilization in combination with a market participation and were also published in an article in one of the most renowned scientific journals, the European Journal of Operational Research:

Or Ejor
  • Nadine Kumbartzky, Matthias Schacht, Katrin Schulz, Brigitte Werners (2017): Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market, in: European Journal of Operational Research (2017),

An extensive concept for the efficient action planning of cogeneration plants at the German power market is presented in the article. Under the given circumstances of the commerce at the day-ahead spot market and at the market for minutes reserve, the plant utilization of cogeneration plants in combination with a district heat accumulator is planned.
Therefore a demanding, multilevel mixed-integer optimization model is developed.