Decision making under uncertainty in electricity markets
From MaRDI portal
Publication:992772
energydecision makinguncertaintystochastic processeselectricity marketrisk controlfutures marketmarket clearingprofit/cost
Management decision making, including multiple objectives (90B50) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)
Recommendations
- Futures market trading for electricity producers and retailers
- A survey of stochastic modelling approaches for liberalised electricity markets
- Uncertainty in the electric power industry. Methods and models for decision support
- A multi-stage stochastic programming model for managing risk-optimal electricity portfolios
- scientific article; zbMATH DE number 1984255
Cited in
(56)- Worst-case modelling for management decisions under incomplete information, with application to electricity spot markets
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application
- A complementarity model for electric power transmission-distribution coordination under uncertainty
- How we decide shapes what we choose: decision modes track consumer decisions that help decarbonize electricity generation
- Demand response versus storage flexibility in energy: multi-objective programming considerations
- Solving certain complementarity problems in power markets via convex programming
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions
- Uncertainty in the electric power industry. Methods and models for decision support
- Large-scale unit commitment under uncertainty: an updated literature survey
- scientific article; zbMATH DE number 1984256 (Why is no real title available?)
- Futures market trading for electricity producers and retailers
- Modern Optimization Methods for Decision Making Under Risk and Uncertainty
- A non-parametric structural hybrid modeling approach for electricity prices
- Divide to conquer: decomposition methods for energy optimization
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- Photovoltaic power plant design considering multiple uncertainties and risk
- Models for optimization of power systems
- Moving from linear to conic markets for electricity
- Optimal pricing for electricity retailers based on data-driven consumers' price-response
- Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration
- Stochastic optimization of trading strategies in sequential electricity markets
- Risk-averse formulations and methods for a virtual power plant
- Analysis of futures and spot electricity markets under risk aversion
- Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures
- Basic theoretical foundations and insights on bilevel models and their applications to power systems
- Planning low-carbon electricity systems under uncertainty considering operational flexibility and smart grid technologies
- A stochastic multi-agent optimization model for energy infrastructure planning under uncertainty in an oligopolistic market
- Wind energy: forecasting challenges for its operational management
- Stochasticity in electric energy systems planning
- Comparing stage-scenario with nodal formulation for multistage stochastic problems
- Large-scale unit commitment under uncertainty
- A survey of stochastic modelling approaches for liberalised electricity markets
- Procuring load curtailment from local customers under uncertainty
- Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market
- A stochastic model for investments in different technologies for electricity production in the long period
- An approximation scheme for a class of risk-averse stochastic equilibrium problems
- A stochastic network equilibrium model for electric power markets with uncertain demand
- Robust Optimization in Electric Energy Systems
- Uncertain bidding zone configurations: the role of expectations for transmission and generation capacity expansion
- Multistage adaptive robust optimization for the unit commitment problem
- Operational optimization for microgrid of buildings with distributed solar power and battery
- Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints
- Robust optimization in power systems: a tutorial overview
- Heterogeneous risk preferences in community-based electricity markets
- Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
- The natural hedge of a gas-fired power plant
- Capacity expansion and forward contracting in a duopolistic power sector
- Online decision making for trading wind energy
- Minimising the expectation value of the procurement cost in electricity markets based on the prediction error of energy consumption
- Scenario reduction revisited: fundamental limits and guarantees
- Medium range optimization of copper extraction planning under uncertainty in future copper prices
- Quasi-variational problems with non-self map on Banach spaces: existence and applications
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes
- Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach
- On the solution uniqueness in portfolio optimization and risk analysis
- Metalearning of time series: an approximate dynamic programming approach
This page was built for publication: Decision making under uncertainty in electricity markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q992772)
