Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
From MaRDI portal
(Redirected from Publication:4785679)
Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Microeconomic theory (price theory and economic markets) (91B24)
Recommendations
Cited in
(14)- Optimal offering in electric power networks
- Offer Stack Optimization in Electricity Pool Markets
- Optimal Offer Construction in Electricity Markets
- Controlled singular evolution equations and Pontryagin type maximum principle with applications
- A variational problem in electricity markets
- Unit commitment in electricity pool markets
- On the existence of supply function equilibria
- A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts
- Revisiting minimum profit conditions in uniform price day-ahead electricity auctions
- A new optimal electricity market bid model solved through perspective cuts
- Risk neutral and risk averse power optimization in electricity networks with dispersed generation
- A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
- Optimal supply functions in electricity markets with option contracts and non-smooth costs
- Supply function equilibrium in electricity spot markets with contracts and price caps
This page was built for publication: Necessary and Sufficient Conditions for Optimal Offers in Electricity Markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4785679)