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Description
Description
- Create the variable VaR threshold variable (
$\mu$ ) at confidence level$\alpha$ . Use a descriptive namevalue_at_risk_threshold_mu- Add a new file for this variable here https://github.com/TulipaEnergy/TulipaEnergyModel.jl/tree/main/src/variables
- Double-check if we actually need to add the corresponding SQL query: https://github.com/TulipaEnergy/TulipaEnergyModel.jl/blob/main/src/sql/create-variables.sql
- Only create the new variable if the value of the
$\lambda$ parameter (see [CVaR]: Add new model parameter for risk aversion #1524) is greater than zero
- The variable is continuous and positive (double check for upper bound)
- It doesn't depend on any index, and the units are the currency of the objective function
- Add a test that checks that the variable is created when the
$\lambda$ parameter is greater than zero
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