Pages that link to "Item:Q1931631"

The following pages link to A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units (Q1931631):

Displaying 15 items.

• Short-term balancing of supply and demand in an electricity system: forecasting and scheduling (Q271971) (← links)
• Optimal design of bilateral contracts for energy procurement (Q319838) (← links)
• Optimizing product service system by franchise fee contracts under information asymmetry (Q512928) (← links)
• Short-term electricity procurement: a rolling horizon stochastic programming approach (Q639168) (← links)
• A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts (Q716340) (← links)
• Application of gradient descent continuous actor-critic algorithm for bilateral spot electricity market modeling considering renewable power penetration (Q1662722) (← links)
• Medium-term power planning in electricity markets with pool and bilateral contracts (Q1753453) (← links)
• A unit commitment-based fuzzy bilevel electricity trading model under load uncertainty (Q1794603) (← links)
• A new optimal electricity market bid model solved through perspective cuts (Q1948528) (← links)
• Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity (Q2273921) (← links)
• Optimal day-ahead bidding strategy for electricity retailer with inner-outer 2-layer model system based on stochastic mixed-integer optimization (Q2298418) (← links)
• A two-stage stochastic programming model for electric energy producers (Q2482384) (← links)
• A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment (Q2575245) (← links)
• Stochastic programming models for replication of electricity forward contracts for industry (Q3423294) (← links)
• Solving Electric Market Quadratic Problems by Branch and Fix Coordination Methods (Q4927313) (← links)