Risk Trading in a Chance-Constrained Stochastic Electricity Market.
Robert MiethMatt RovetoYury DvorkinPublished in: IEEE Control. Syst. Lett. (2021)
Keyphrases
- artificial intelligence
- electricity markets
- chance constrained
- chance constraints
- stochastic programming
- chance constrained programming
- robust optimization
- knapsack problem
- software agents
- computationally tractable
- multistage
- reverse logistics
- linear program
- competitive market
- bidding strategies
- market participants
- business models
- intelligent agents