Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
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Publication:2630112
DOI10.1016/j.ejor.2014.09.060zbMath1341.90092MaRDI QIDQ2630112
Mathieu Van Vyve, Mehdi Madani
Publication date: 25 July 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.09.060
90C11: Mixed integer programming
91G80: Financial applications of other theories
91B26: Auctions, bargaining, bidding and selling, and other market models
Uses Software