Strategic bidding in price coupled regions

DOI10.1007/S00186-021-00768-4MaRDI QIDQ2155379zbMATH OpenOpenAlexFDO

Authors L. Brotcorne, Jérôme de Boeck, Bernard Fortz

Publication date 15 July 2022

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/hal-03504986/file/main.pdf

zbMATH Keywords

bilevel optimizationextended formulationsMPECstrategic biddingMILP reformulation

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Mixed integer programming (90C11)

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Cites work

• A hierarchy of relaxations and convex hull characterizations for mixed- integer zero-one programming problems
• A reformulation-linearization technique for solving discrete and continuous nonconvex problems
• Aggregation and Disaggregation Techniques and Methodology in Optimization
• Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
• Extended formulations in combinatorial optimization
• Global optimization using special ordered sets
• Joint Cost Allocation for Multiple Lots
• Large-scale unit commitment under uncertainty
• Mathematical Programs with Equilibrium Constraints
• Robust discrete optimization and network flows

Cited in

(14)

• Robust strategic bidding in auction-based markets
• STRATEGIC BIDDING AND CONTRACT RENEGOTIATION
• Strategic offering of a flexible producer in day-ahead and intraday power markets
• Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
• A bicriteria almost equal minimum cost flow model for day-ahead trading
• Bidding under price uncertainty in multi-unit pay-as-bid procurement auctions for power systems reserve
• Bilevel optimization applied to strategic pricing in competitive electricity markets
• Bilevel programming solution algorithms for optimal price-bidding of energy producers in multi-period day-ahead electricity markets with non-convexities
• Stackelberg game strategy for combined heat power unit considering locational marginal prices
• Mixed integer parametric bilevel programming for optimal strategic bidding of energy producers in day-ahead electricity markets with indivisibilities
• Optimal day-ahead bidding strategy for electricity retailer with inner-outer 2-layer model system based on stochastic mixed-integer optimization
• Optimal price zones of electricity markets: a mixed-integer multilevel model and global solution approaches
• Strategic bidding of a GENCO in multi-period electricity auction: a bi-level approach
• An application of genetic algorithm to a bidding problem in electricity markets

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