Pricing Uncertainty in Stochastic Multi-Stage Electricity Markets.
Lucien WernerNicolas ChristiansonAlessandro ZoccaAdam WiermanSteven H. LowPublished in: CDC (2023)
Keyphrases
- multistage
- electricity markets
- stochastic programming
- stochastic optimization
- profit maximizing
- single stage
- periodic review
- assembly systems
- lot sizing
- dynamic programming
- production system
- software agents
- inventory systems
- agent based simulation
- bidding strategies
- market clearing
- single item
- robust optimization
- market participants
- attack detection
- decision theory
- business models
- competitive market
- decision making
- mechanism design
- case study
- special case
- single product
- wireless sensor networks
- supply chain
- utility function
- nash equilibrium
- production planning
- stochastic process