On stochastic auctions in risk-averse electricity markets with uncertain supply

DOI10.1016/j.orl.2020.04.009OpenAlexW3023566710WikidataQ120700191 ScholiaQ120700191MaRDI QIDQ2183225

Ryan Cory-Wright, Golbon Zakeri

Publication date: 26 May 2020

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

Full work available at URL: https://arxiv.org/abs/1804.08815

zbMATH Keywords

stochastic programmingrisk-aversionOR in energyrisky equilibria

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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