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MLMC-PSCC2020

DOI

Open in Code Ocean

This code accompanies the paper Accelerating System Adequacy Assessment using the Multilevel Monte Carlo Approach by Simon Tindemans and Goran Strbac, accepted for publication at PSCC 2020 and a special issue of EPSR.

A preprint is available at: https://arxiv.org/abs/1910.13013. If you use (parts of) this code, please cite the preprint or published paper.

Dependencies

Two non-standard Python packages are required to run the code: quadprog and gen_adequacy.