Optimal design of bilateral contracts for energy procurement

DOI10.1016/j.ejor.2015.04.050zbMath1346.91110OpenAlexW1922622450MaRDI QIDQ319838

Gilles Savard, François Gilbert, Patrice Marcotte, Miguel F. Anjos

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/85927524/Optimal_design_of_bilateral_contracts_for_energy_procurement.pdf

zbMATH Keywords

dynamic resource allocationbilateral contractdistributed energy resource

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Related Items (2)

Optimization for Power Systems and the Smart Grid ⋮ Optimal allocation of demand response considering transmission system congestion

Cites Work

• A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts
• Dual decomposition in stochastic integer programming
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
• A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
• A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
• Approximate Dynamic Programming

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