A robust optimization approach to energy and reserve dispatch in electricity markets

DOI10.1016/j.ejor.2015.05.081zbMath1346.91171OpenAlexW601815280MaRDI QIDQ320057

Antonio J. Conejo, Marco Zugno

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://orbit.dtu.dk/en/publications/a-robust-optimization-approach-to-energy-and-reserve-dispatch-in-electricity-markets(f6864f3a-e8b4-46a0-a0a2-8af52f768143).html

zbMATH Keywords

decompositionrobust optimizationelectricity marketrenewable energyOR in energy

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Uses Software

• MATPOWER

Cites Work

• Unnamed Item
• An SOS1-based approach for solving MPECs with a natural gas market application
• Solving two-stage robust optimization problems using a column-and-constraint generation method
• Two-stage network constrained robust unit commitment problem
• Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach
• Introduction to Stochastic Programming
• A Single-Settlement, Energy-Only Electric Power Market for Unpredictable and Intermittent Participants
• Theory and Applications of Robust Optimization
• The Cutting-Plane Method for Solving Convex Programs
• A Representation and Economic Interpretation of a Two-Level Programming Problem

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