On stochastic auctions in risk-averse electricity markets with uncertain supply.
Ryan Cory-WrightGolbon ZakeriPublished in: Oper. Res. Lett. (2020)
Keyphrases
- electricity markets
- risk averse
- bidding strategies
- stochastic programming
- risk neutral
- multistage
- risk aversion
- decision makers
- utility function
- decision making
- software agents
- linear program
- market clearing
- market participants
- multi attribute
- incomplete information
- auction mechanisms
- portfolio management
- monte carlo
- linear programming
- competitive market
- long term
- online auctions
- business models
- artificial intelligence