Risk-averse optimal bidding strategy for a wind energy portfolio manager including EV parking lots for imbalance mitigation.
Alper ÇiçekOzan ErdinçPublished in: Turkish J. Electr. Eng. Comput. Sci. (2021)
Keyphrases
- risk averse
- risk neutral
- portfolio management
- bidding strategies
- expected utility
- wind energy
- decision makers
- utility function
- dynamic programming
- optimal solution
- portfolio optimization
- pareto optimal
- stochastic programming
- decision making
- worst case
- portfolio selection
- resource allocation
- optimal strategy
- approximation algorithms
- objective function