Value at risk approach to producer's best response in an electricity market with uncertain demand

DOI10.1080/02331934.2022.2076232MaRDI QIDQ6062860zbMATH OpenOpenAlexFDO

Authors Martin Branda, René Henrion, Miroslav Pištěk

Publication date 6 November 2023

Published in Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/02331934.2022.2076232

zbMATH Keywords

chance constraintsday-ahead biddingelectricity marketmulti-leader-common-follower gamestochastic demand

Mathematics Subject Classification ID

Applications of game theory (91A80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cites work

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• Stochastic linear programming. Models, theory, and computation.
• Supply Function Equilibria in Oligopoly under Uncertainty
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices

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