An analysis of staged purchases in deregulated time-sequential electricity markets

DOI10.3934/JIMO.2005.1.443MaRDI QIDQ2583319zbMATH OpenOpenAlexFDO

Authors Suresh P. Sethi, Houmin Yan, J. Houzhong Yan, Hanqin Zhang

Publication date 16 January 2006

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/jimo.2005.1.443

zbMATH Keywords

algorithmsdynamic programming equationmartingalemonotonicityoptimal policy

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Dynamic programming (90C39) Microeconomic theory (price theory and economic markets) (91B24) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Recommendations

• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
• Optimal bidding functions for renewable energies in sequential electricity markets
• Optimal offering in electric power networks
• The efficient frontier for spot and forward purchases: an application to electricity
• Unit commitment in electricity pool markets

Cited in

(5)

• Bidding in sequential electricity markets: the Nordic case
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
• The efficient frontier for spot and forward purchases: an application to electricity
• Operation of distributed generation under stochastic prices
• Auction games for coordination of large-scale elastic loads in deregulated electricity markets

This page was built for publication: An analysis of staged purchases in deregulated time-sequential electricity markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2583319)