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Decentralized Control via Dynamic Stochastic Prices: The Independent System Operator Problem

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Publication:4559481
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DOI10.1109/TAC.2018.2799899zbMath1423.93423arXiv1605.08926OpenAlexW2963169929MaRDI QIDQ4559481

Rahul Singh, Le Xie, P. R. Kumar

Publication date: 4 December 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.08926



Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Optimal stochastic control (93E20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)


Related Items (3)

Market implementation of multiple-arrival multiple-deadline differentiated energy services ⋮ Large-scale dynamic system optimization using dual decomposition method with approximate dynamic programming ⋮ Competitive equilibriums and social shaping for multi-agent systems






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