Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
From MaRDI portal
Publication:877081
DOI10.1016/j.ejor.2006.08.023zbMath1131.91321OpenAlexW2045297103MaRDI QIDQ877081
Stein-Erik Fleten, Trine Krogh Kristoffersen
Publication date: 19 April 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9009
Stochastic programming (90C15) Auctions, bargaining, bidding and selling, and other market models (91B26)
Related Items (24)
Bidding in sequential electricity markets: the Nordic case ⋮ Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach ⋮ The effect of long-term expansion on the evolution of electricity price: numerical analysis of a theoretically optimised electricity market ⋮ The paradox effects of uncertainty and flexibility on investment in renewables under governmental support ⋮ A stochastic programming approach for the optimal management of aggregated distributed energy resources ⋮ Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition ⋮ Strategic offering of a flexible producer in day-ahead and intraday power markets ⋮ Progressive hedging for stochastic programs with cross-scenario inequality constraints ⋮ On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty ⋮ Efficient Stochastic Programming in Julia ⋮ Stochastic optimization of trading strategies in sequential electricity markets ⋮ A new optimal electricity market bid model solved through perspective cuts ⋮ Structuring Bilateral Energy Contract Portfolios in Competitive Markets ⋮ Benchmarking a Scalable Approximate Dynamic Programming Algorithm for Stochastic Control of Grid-Level Energy Storage ⋮ Short-term hydropower production planning by stochastic programming ⋮ Impact of storage competition on energy markets ⋮ Optimal operation of a CHP plant participating in the German electricity balancing and day-ahead spot market ⋮ Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account ⋮ A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts ⋮ The natural hedge of a gas-fired power plant ⋮ STOCHASTIC MARKET-CLEARING OF JOINT ENERGY AND RESERVES AUCTIONS ⋮ Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches ⋮ A deep reinforcement learning framework for continuous intraday market bidding ⋮ Day-ahead market bidding taking the balancing power market into account
Cites Work
- A regime switching long memory model for electricity prices
- Intelligent control and optimization under uncertainty with application to hydro power
- Dual decomposition in stochastic integer programming
- Optimal scheduling of a hydro thermal power generation system
- Hydro-electric unit commitment subject to uncertain demand
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Introduction to Stochastic Programming
- Optimal Offer Construction in Electricity Markets
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
