Optimal capacity allocation in multi-auction electricity markets under uncertainty

DOI10.1016/S0305-0548(03)00211-9zbMath1073.91046MaRDI QIDQ1885935

Chefi Triki, George Gross, Patrizia Beraldi

Publication date: 12 November 2004

Published in: Computers \& Operations Research (Search for Journal in Brave)

zbMATH Keywords

Unit commitmentBidding strategiesInterrelated electricity marketsMulti-stage stochastic programmingPrice-taking seller

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15) Auctions, bargaining, bidding and selling, and other market models (91B26) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Uses Software

• bootstrap

Cites Work

• Generating Scenario Trees for Multistage Decision Problems
• Dynamic stochastic programming for asset-liability management
• Stochastic integer programming: general models and algorithms
• Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation
• Dual decomposition in stochastic integer programming
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
• Barycentric scenario trees in convex multistage stochastic programming
• Robust Optimization for Power Systems Capacity Expansion under Uncertainty
• Introduction to Stochastic Programming
• Scenarios for multistage stochastic programs
• Scenario tree generation for multiperiod financial optimization of optimal discretization
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