Optimal capacity allocation in multi-auction electricity markets under uncertainty

Chefi Triki*, Patrizia Beraldi, George Gross

*المؤلف المقابل لهذا العمل

نتاج البحث: المساهمة في مجلةمراجعة النظراء

54 اقتباسات (Scopus)

ملخص

The advent of competitive markets confronts each producer with the problem of optimally allocating his energy/capacity so as to maximize his profits. The multiplicity of auctions in electricity markets and the nontrivial constraints imposed by technical and bidding rules make the problem of crucial importance and difficult to model and solve. Further difficulties are represented by the dynamic and stochastic natures that characterize the decision process. We formulate the problem as a multi-stage mixed-integer stochastic optimization model under the assumption that the seller is a price taker. We validate the effectiveness of the proposed model on a representative test problem.

اللغة الأصليةEnglish
الصفحات (من إلى)201-217
عدد الصفحات17
دوريةComputers and Operations Research
مستوى الصوت32
رقم الإصدار2
المعرِّفات الرقمية للأشياء
حالة النشرPublished - فبراير 2005

ASJC Scopus subject areas

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