Equilibrium, uncertainty and risk in hydro-thermal electricity systems
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Publication:301665
DOI10.1007/s10107-015-0972-4zbMath1350.90034OpenAlexW2260928401MaRDI QIDQ301665
Michael C. Ferris, Roger J.-B. Wets, Andy B. Philpott
Publication date: 1 July 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0972-4
competitive market equilibriummultistage stochastic optimization modelssingle-period electricity pool auctions
Applications of mathematical programming (90C90) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Multistage and repeated games (91A20)
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Uses Software
Cites Work
- Risk-averse dynamic programming for Markov decision processes
- Complementarity problems in GAMS and the PATH solver
- Bid-based dispatch of hydrothermal systems in competitive markets
- Dynamic coherent risk measures
- Coherent Measures of Risk
- Generation Capacity Expansion in a Risky Environment: A Stochastic Equilibrium Analysis
- Single and Multisettlement Approaches to Market Clearing Under Demand Uncertainty
- Pareto Equilibria with coherent measures of risk
- On Solving Multistage Stochastic Programs with Coherent Risk Measures
