Online decision making for trading wind energy

DOI10.1007/s10287-023-00462-2arXiv2209.02009MaRDI QIDQ6134306

Pierre Pinson, Jalal Kazempour, Miguel Angel Muñoz

Publication date: 22 August 2023

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.02009

zbMATH Keywords

online learningelectricity marketnewsvendor modeldecision making under uncertainty

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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• The newsvendor problem: review and directions for future research
• Decision making under uncertainty in electricity markets
• The value of the right distribution in stochastic programming with application to a Newsvendor problem
• Non-Stationary Stochastic Optimization
• Online Learning and Online Convex Optimization
• Online Optimization as a Feedback Controller: Stability and Tracking
• The Big Data Newsvendor: Practical Insights from Machine Learning
• Pyomo — Optimization Modeling in Python
• Stochastic optimization of trading strategies in sequential electricity markets

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