A mixed integer stochastic optimization model for settlement risk in retail electric power markets

DOI10.1023/B:NETS.0000047111.94897.D4zbMATH Open1095.91506OpenAlexW2018783107MaRDI QIDQ2575229FDOQ2575229

Authors: Steven A. Gabriel, Supat Kiet, Swaminathan Balakrishnan 

Publication date: 8 December 2005

Published in: Networks and Spatial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:nets.0000047111.94897.d4

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Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic programming (90C15) Mixed integer programming (90C11)

Cited In (10)

• Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets
• A large-scale spatial optimization model of the European electricity market
• Stability of the stochastic model for power markets with interval parameters
• A two-stage stochastic optimization model for a gas sale retailer
• Stochastic programming models for replication of electricity forward contracts for industry
• Retail equilibrium with switching consumers in electricity markets
• Cooperation with externalities and uncertainty
• An Optimization-Based Conjectured Response Approach to Medium-term Electricity Markets Simulation
• Risk aversion for an electricity retailer with second-order stochastic dominance constraints
• Title not available (Why is that?)

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