Optimizing trading decisions for hydro storage systems using approximate dual dynamic programming
From MaRDI portal
Publication:5166248
Recommendations
- Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
- Hydroelectric reservoir optimization in a pool market
- Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming
- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower
- Long- and Medium-term Operations Planning and Stochastic Modelling in Hydro-dominated Power Systems Based on Stochastic Dual Dynamic Programming
Cited in
(38)- Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems
- Optimizing vaccine distribution in developing countries under natural disaster risk
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
- Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming
- Shape constraints in economics and operations research
- Sell or store? An ADP approach to marketing renewable energy
- Management of a hydropower system via convex duality
- Gas storage valuation in incomplete markets
- Risk-averse approximate dynamic programming with quantile-based risk measures
- Envelope theorems for multistage linear stochastic optimization
- Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem
- A stability result for linear Markovian stochastic optimization problems
- A review of the operations literature on real options in energy
- A new convergent hybrid learning algorithm for two-stage stochastic programs
- Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
- Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets
- Optimal bidding functions for renewable energies in sequential electricity markets
- Optimal management of pumped hydroelectric production with state constrained optimal control
- Heuristic decision rules for short-term trading of renewable energy with co-located energy storage
- Benchmarking a scalable approximate dynamic programming algorithm for stochastic control of grid-level energy storage
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower
- Parallel and distributed computing for stochastic dual dynamic programming
- Modeling time-dependent randomness in stochastic dual dynamic programming
- Least squares approximate policy iteration for learning bid prices in choice-based revenue management
- Dynamic hedging for the real option management of hydropower production with exchange rate risks
- Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
- Energy management for stationary electric energy storage systems: a systematic literature review
- Hydroelectric reservoir optimization in a pool market
- A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
- Dynamic decision making in energy systems with storage and renewable energy sources
- Impact of storage competition on energy markets
- Stochastic dual dynamic integer programming
- scientific article; zbMATH DE number 7733443 (Why is no real title available?)
- Optimal hour-ahead bidding in the real-time electricity market with battery storage using approximate dynamic programming
- On the solution variability reduction of stochastic dual dynamic programming applied to energy planning
- Bidding in sequential electricity markets: the Nordic case
- Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
This page was built for publication: Optimizing trading decisions for hydro storage systems using approximate dual dynamic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5166248)