Pricing Under Uncertainty in Multi-Interval Real-Time Markets

DOI10.1287/opre.2022.2314OpenAlexW4310251631MaRDI QIDQ6196733

Anthony Papavasiliou, Unnamed Author

Publication date: 15 March 2024

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

Full work available at URL: https://doi.org/10.1287/opre.2022.2314

zbMATH Keywords

pricing under uncertaintymulti-interval real-time marketsstochastic gradient descen

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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