The Value of Coordination in Multimarket Bidding of Grid Energy Storage

DOI10.1287/opre.2021.2247OpenAlexW4210739454MaRDI QIDQ6121346

David Wozabal, Nils Löhndorf

Publication date: 26 February 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: http://orbilu.uni.lu/handle/10993/46059

zbMATH Keywords

optimizationmultistage stochastic programminglimit order bookenergy storagescenario tree generationinformation relaxationelectricity price model

Mathematics Subject Classification ID

Stochastic programming (90C15) Auctions, bargaining, bidding and selling, and other market models (91B26) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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