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

DOI10.1023/B:NETS.0000047111.94897.D4MaRDI QIDQ2575229zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

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

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(16)

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• Optimization of electricity futures and LNG futures trading under practical constraints of power producers in Japan
• Stability of the stochastic model for power markets with interval parameters
• Probabilistic model and solution algorithm for the electricity retailers in the Italian market
• scientific article; zbMATH DE number 6938723 (Why is no real title available?)
• Optimal day-ahead bidding strategy for electricity retailer with inner-outer 2-layer model system based on stochastic mixed-integer optimization
• Stochastic programming models for replication of electricity forward contracts for industry
• Cooperation with externalities and uncertainty
• Retail equilibrium with switching consumers in electricity markets
• Risk aversion for an electricity retailer with second-order stochastic dominance constraints
• Bilevel model for retail electricity pricing
• Electricity retail contracting under risk-aversion
• A large-scale spatial optimization model of the European electricity market
• An Optimization-Based Conjectured Response Approach to Medium-term Electricity Markets Simulation

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