STOCHASTIC MARKET-CLEARING OF JOINT ENERGY AND RESERVES AUCTIONS

DOI10.1142/S0217595910002879zbMath1203.90193OpenAlexW2044675296MaRDI QIDQ3069760

N. Amjady, Heidar Ali Shayanfar, Jamshid Aghaei

Publication date: 19 January 2011

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217595910002879

zbMATH Keywords

stochastic optimizationmarket clearingreserve requirementslost opportunity cost

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Case-oriented studies in operations research (90B90)

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Cites Work

• Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
• Oligopoly models for market price of electricity under demand uncertainty and unit reliability
• Optimal capacity allocation in multi-auction electricity markets under uncertainty
• Cost-benefit analysis and MILP for optimal reserve capacity determination in power system
• CORRELATIONS IN STOCHASTIC PROGRAMMING: A CASE FROM STOCHASTIC SERVICE NETWORK DESIGN
• FINANCIAL RATIO ANALYSIS OF THE ELECTRIC POWER INDUSTRY

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