The present invention provides methods and systems for determining
anticipated profit from facilities such as electrical power generation
facilities, for determining values for assets based on profitability of
facilities, and for determining optimal operational scheduling options
for facilities. Methods and systems are provided which utilize a dynamic
programming algorithm and a decision tree based model in which one or
more operating constraints are implicitly modeled, facilitating
computational tractability. Additionally, methods and systems are
provided that utilize a dynamic programming algorithm and a decision tree
based model that accounts for a combined effect of price paths with
specified uncertainty as well as operational constraints. Furthermore,
methods and systems are provided that address profitability, valuation,
and scheduling in relation to a group, or portfolio, of facilities,
accounting for liquidity factors as well as group, or global,
constraints.