Revisiting minimum profit conditions in uniform price day-ahead electricity auctions
From MaRDI portal
Publication:1754186
DOI10.1016/j.ejor.2017.10.024zbMath1403.91178arXiv1508.07967OpenAlexW2963206128MaRDI QIDQ1754186
Mathieu Van Vyve, Mehdi Madani
Publication date: 30 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.07967
Related Items (4)
Revisiting minimum profit conditions in uniform price day-ahead electricity auctions ⋮ Peer-to-peer electricity market analysis: from variational to generalized Nash equilibrium ⋮ revisiting_mp_conditions ⋮ Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Solving discretely constrained, mixed linear complementarity problems with applications in energy
- Bilevel programming for price-based electricity auctions: a revenue-constrained case
- Multi-period near-equilibrium in a pool-based electricity market including on/off decisions
- Electricity market near-equilibrium under locational marginal pricing and minimum profit conditions
- Partitioning procedures for solving mixed-variables programming problems
- Revisiting minimum profit conditions in uniform price day-ahead electricity auctions
- A MIP framework for non-convex uniform price day-ahead electricity auctions
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
- Computing in Operations Research Using Julia
- Strict linear prices in non-convex European day-ahead electricity markets
- Equilibrium among Spatially Separated Markets: Solution by Electric Analogue
This page was built for publication: Revisiting minimum profit conditions in uniform price day-ahead electricity auctions
