Stochastic Rolling Horizon With Other Variables
Units: | Yes/No |
Default Value: | False (0) |
Validation Rule: | False (0) or True (-1) |
Description: | Perform historical sampling for all variable types |
Detail: |
This option applies only when the scenario tree is constructed with multiple full branches. It needs to be set as True when the model has properties besides (or other than) Storage Natural Inflow that need to be stochastic and doing historical or PARMA sampling, and/or the model has any variable doing random sampling.
As an example, this option can be used in stochastic gas modelling with rolling horizon. User can define the Market Price (or any relevant property in Gas classes) as a stochastic variable with historical data, then the decision on gas storages will be optimized the same way as hydro storages.