Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming

DOI10.1287/ijoc.2015.0640zbMath1328.90154arXiv1402.3575OpenAlexW1587228649MaRDI QIDQ3458751

Daniel R. Jiang, Warren B. Powell

Publication date: 21 December 2015

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.3575

zbMATH Keywords

approximate dynamic programmingbiddingenergy storagereal-time markethour-ahead

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming (90C39)

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