$\varepsilon$-Optimal Bidding in an Electricity Market with Discontinuous Market Distribution Function

DOI10.1137/S0363012903425556zbMath1140.90505OpenAlexW1994533903MaRDI QIDQ3427526

Huifu Xu, Edward J. Anderson

Publication date: 20 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012903425556

zbMATH Keywords

electricity markets\(\varepsilon\)-optimal supply function\(R\)-semicontinuitydiscontinuous market distribution function

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Auctions, bargaining, bidding and selling, and other market models (91B26) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Related Items (3)

Optimal supply functions in electricity markets with option contracts and non-smooth costs ⋮ Unit commitment in electricity pool markets ⋮ Strategic bidding of offer curves: an agent-based approach to exploring supply curve equilibria

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