Pricing Under Uncertainty in Multi-Interval Real-Time Markets

DOI10.1287/OPRE.2022.2314MaRDI QIDQ6196733zbMATH OpenOpenAlexFDO

Authors Anthony Papavasiliou

Publication date 15 March 2024

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.2022.2314

zbMATH Keywords

multi-interval real-time marketspricing under uncertaintystochastic gradient descen

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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