Value at risk approach to producer's best response in an electricity market with uncertain demand

DOI10.1080/02331934.2022.2076232OpenAlexW4280652235MaRDI QIDQ6062860

Miroslav Pištěk, Martin Branda, René Henrion

Publication date: 6 November 2023

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2022.2076232

zbMATH Keywords

electricity marketstochastic demandchance constraintsday-ahead biddingmulti-leader-common-follower game

Mathematics Subject Classification ID

Applications of game theory (91A80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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